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Earnings Analysis
Why this page exists: NTGR has no documented material pre-announcement habit — the edge here is the earnings-cycle statistics themselves (drift, gap, reaction, follow-through) and how they vary by regime. This page
measures every earnings cycle — drift into the report, the gap, the reaction,
the follow-through — alongside the NVDA / SPY / VIX regime it happened in, and
uses the documented pre-announcement history to project when the next
pre-announcement is most likely to land. All numbers are computed from real
daily prices, real earnings dates, our own ATM-straddle expected moves and
stored option chains, and a
curated registry of real press releases. Nothing is simulated.
Next earnings & predicted pre-announcement window
Thursday, August 06, 2026
Next confirmed NTGR earnings date (source: exchange calendar).
Current regime & edge read
As of 2026-07-24: NVDA Strong Down (nan% 20d), SPY Strong Down (nan%), SOX Mild Down, VIX 18.7 (Medium (15-25)).
EdgeScore +0.02 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -0.8% | 5 |
| VIX level | Medium (15-25) | -1.2% | 25 |
| Earnings weekday | Thursday expl. | +2.4% | 6 |
EdgeScore = mean of the matching buckets' historical mean earnings reactions, normalized by the average absolute reaction (±1 cap). Transparent and purely historical — not a prediction model.
Cycles
46
Avg reaction
-1.2%
Median reaction
-3.3%
Avg |move|
8.7%
Up rate
37%
Avg drift T-20
+1.6%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +1.6% | +1.1% | 9.5 | -16.6% / +28.1% | 59% |
| Drift T-5 → report | 46 | +0.1% | +0.5% | 5.4 | -15.7% / +14.9% | 52% |
| Overnight gap | 46 | -1.4% | -2.2% | 7.6 | -14.4% / +16.5% | 39% |
| Reaction day (close→close) | 46 | -1.2% | -3.3% | 10.9 | -21.1% / +28.0% | 37% |
| Follow-through +5d | 46 | -0.0% | +0.4% | 5.0 | -13.5% / +10.8% | 52% |
| Follow-through +20d | 46 | -0.4% | +0.3% | 9.6 | -26.5% / +16.6% | 50% |
| Max favorable excursion (20d) | 46 | +7.2% | +4.8% | 11.3 | -10.9% / +36.8% | 67% |
| Max adverse excursion (20d) | 46 | -10.4% | -12.1% | 10.2 | -31.4% / +13.3% | 17% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday n<10 | 6 | +2.4% | -3.6% | 15.1 | 33% |
| Monday n<10 | 1 | +0.3% | +0.3% | 0.0 | 100% |
| Wednesday | 37 | -1.3% | -3.2% | 10.2 | 38% |
| Tuesday n<10 | 2 | -11.0% | -11.0% | 4.3 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 18 | +2.5% | -1.0% | 11.2 | 50% |
| Strong Down n<10 | 5 | -0.8% | -0.8% | 2.5 | 40% |
| Sideways n<10 | 8 | -2.0% | -6.5% | 12.4 | 38% |
| Mild Down n<10 | 6 | -3.6% | -5.6% | 12.2 | 33% |
| Mild Up n<10 | 9 | -6.6% | -7.4% | 7.8 | 11% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 16 | +1.0% | -1.6% | 12.6 | 50% |
| Medium (15-25) | 25 | -1.2% | -3.2% | 9.7 | 32% |
| High (>25) n<10 | 5 | -8.4% | -8.7% | 7.2 | 20% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 18 | +6.4% | +5.6% | 10.8 | 78% |
| Mild Up n<10 | 9 | +1.1% | +1.8% | 4.8 | 67% |
| Mild Down n<10 | 6 | -1.2% | +0.8% | 8.4 | 50% |
| Sideways n<10 | 8 | -1.3% | -1.9% | 6.3 | 38% |
| Strong Down n<10 | 5 | -6.9% | -7.3% | 5.5 | 20% |
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
| Report date | Expected move | Actual reaction | Gap | Actual / EM |
|---|---|---|---|---|
| 2026-04-29 | 18.0% | -2.4% | +1.2% | 0.13x |
| 2026-02-04 | 16.3% | -1.5% | +1.8% | 0.09x |
Only cycles inside our own options-database coverage window are shown — we do not fabricate historical implied volatility. Coverage grows each quarter.
Options strategy P&L — priced from our own chains
No earnings cycles inside our chain coverage window yet — this section fills in automatically as coverage grows.
Every earnings cycle
| Report | Pre | Drift20 | Gap | React | +5d | +20d | MFE | MAE | HV20 | NVDA / VIX | Surprise |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-29 Wednesday | +18.5% | +1.2% | -2.4% | +1.1% | +1.7% | +8.1% | -6.5% | 45% | Strong Up / Medium (15-25) | +180% | |
| 2026-02-04 Wednesday | -16.6% | +1.8% | -1.5% | +3.3% | +5.6% | +8.9% | -5.8% | 27% | Mild Down / Medium (15-25) | +420% | |
| 2025-10-29 Wednesday | -0.4% | -5.6% | +0.8% | -13.5% | -23.4% | +4.4% | -28.1% | 45% | Strong Up / Medium (15-25) | +238% | |
| 2025-07-30 Wednesday | -16.3% | -1.9% | -5.7% | +6.9% | +16.6% | +15.8% | -12.4% | 28% | Strong Up / Medium (15-25) | +140% | |
| 2025-04-30 Wednesday | 3 | -3.2% | +16.5% | +16.1% | +2.4% | +5.6% | +30.5% | +8.3% | 87% | Sideways / Medium (15-25) | +105% |
| 2025-02-05 Wednesday | +2.5% | -7.6% | +1.4% | +3.1% | -16.6% | +10.1% | -15.7% | 40% | Strong Down / Medium (15-25) | +75% | |
| 2024-10-30 Wednesday | +4.4% | -2.3% | +6.0% | +7.2% | +9.7% | +22.8% | -3.0% | 41% | Strong Up / Medium (15-25) | +525% | |
| 2024-07-31 Wednesday | +8.0% | +6.1% | +3.5% | -8.5% | -1.3% | +17.5% | -12.1% | 25% | Mild Down / Medium (15-25) | +9% | |
| 2024-05-01 Wednesday | -3.0% | -14.4% | -21.1% | -1.7% | +16.1% | -6.7% | -29.9% | 30% | Mild Down / Medium (15-25) | +1% | |
| 2024-02-07 Wednesday | +0.6% | -3.0% | -7.8% | +8.0% | +10.4% | +6.2% | -16.2% | 20% | Strong Up / Low (<15) | +100% | |
| 2023-10-25 Wednesday | -12.6% | +5.3% | +19.6% | -3.0% | +3.1% | +26.4% | +2.1% | 42% | Sideways / Medium (15-25) | +611% | |
| 2023-07-26 Wednesday | +2.5% | +4.6% | -3.5% | +2.6% | -7.6% | +7.1% | -13.8% | 23% | Mild Up / Low (<15) | +47% | |
| 2023-04-26 Wednesday | -3.7% | -12.9% | -13.7% | -5.5% | -4.8% | -10.9% | -20.9% | 28% | Sideways / Medium (15-25) | -93% | |
| 2023-02-01 Wednesday | +12.5% | -6.0% | -6.0% | +0.4% | -6.7% | -2.7% | -13.3% | 31% | Strong Up / Medium (15-25) | +61% | |
| 2022-10-26 Wednesday | -0.7% | -1.6% | -8.7% | -1.6% | -1.8% | -1.6% | -15.8% | 44% | Sideways / High (>25) | +150% | |
| 2022-07-27 Wednesday | +8.0% | +14.6% | +22.6% | +7.5% | -2.7% | +32.0% | +13.3% | 39% | Strong Up / Medium (15-25) | +20% | |
| 2022-04-27 Wednesday | -13.8% | -0.9% | +2.5% | -1.0% | -15.5% | +4.0% | -15.2% | 28% | Strong Down / High (>25) | -1607% | |
| 2022-02-02 Wednesday | -7.3% | -9.3% | -0.8% | -6.4% | -3.6% | +3.6% | -11.0% | 36% | Strong Down / Medium (15-25) | +103% | |
| 2021-10-27 Wednesday | -4.5% | -13.0% | -3.2% | -0.8% | -10.5% | -1.8% | -14.0% | 18% | Strong Up / Medium (15-25) | +21% | |
| 2021-07-21 Wednesday | -3.5% | -14.4% | -9.5% | -0.8% | +3.0% | -3.8% | -15.0% | 16% | Sideways / Medium (15-25) | -7% | |
| 2021-04-21 Wednesday | -9.5% | -4.3% | -3.2% | +3.9% | +2.7% | +4.8% | -6.8% | 32% | Strong Up / Medium (15-25) | +50% | |
| 2021-02-03 Wednesday | 1 | +0.6% | -1.8% | -4.4% | +5.6% | -5.1% | +6.2% | -11.5% | 54% | Sideways / Medium (15-25) | +18% |
| 2020-10-21 Wednesday | +20.6% | +0.7% | -3.8% | -6.9% | -10.9% | +1.0% | -25.6% | 33% | Strong Up / High (>25) | +72% | |
| 2020-07-22 Wednesday | +17.2% | +7.5% | +6.8% | -5.9% | +7.3% | +16.3% | -3.7% | 48% | Strong Up / Medium (15-25) | +141% | |
| 2020-04-22 Wednesday | 1 | +28.1% | -10.3% | -16.8% | +10.8% | +16.4% | -0.9% | -18.2% | 68% | Strong Up / High (>25) | +19% |
| 2020-02-05 Wednesday | +1.8% | -5.5% | -4.4% | -6.7% | -26.5% | -1.5% | -31.4% | 21% | Mild Up / Medium (15-25) | +16% | |
| 2019-10-23 Wednesday | -3.3% | -11.4% | -14.9% | +5.3% | -0.7% | -5.8% | -17.5% | 30% | Mild Up / Low (<15) | +7% | |
| 2019-07-24 Wednesday | +14.7% | +9.2% | +17.2% | +1.7% | +2.3% | +22.5% | +9.2% | 29% | Strong Up / Low (<15) | +12% | |
| 2019-04-24 Wednesday | +5.9% | -9.5% | -15.4% | +3.6% | -8.9% | -9.2% | -23.0% | 22% | Mild Up / Low (<15) | +23% | |
| 2019-02-06 Wednesday | +5.9% | -5.2% | -0.4% | -7.8% | -7.3% | +3.7% | -13.1% | 26% | Mild Up / Medium (15-25) | +104% | |
| 2018-10-25 Thursday | -10.4% | +1.7% | -3.9% | +2.9% | -2.4% | +2.6% | -8.2% | 30% | Strong Down / Medium (15-25) | +62% | |
| 2018-07-23 Monday | 1 | +1.2% | +1.5% | +0.3% | +0.4% | +4.0% | +6.5% | -4.2% | 61% | Sideways / Low (<15) | +12% |
| 2018-04-25 Wednesday | +5.6% | -5.5% | -10.6% | +2.8% | +13.3% | +4.8% | -11.5% | 29% | Mild Down / Medium (15-25) | +4% | |
| 2018-02-06 Tuesday | +11.5% | -2.1% | -15.4% | +3.5% | +1.1% | +1.2% | -20.6% | 26% | Sideways / High (>25) | +10% | |
| 2017-10-25 Wednesday | +1.1% | -4.4% | +0.4% | -7.1% | +4.8% | +8.5% | -7.6% | 30% | Strong Up / Low (<15) | +19% | |
| 2017-07-26 Wednesday | +1.5% | +8.6% | +11.8% | -3.0% | -4.2% | +17.7% | 0.0% | 18% | Strong Up / Low (<15) | +11% | |
| 2017-04-26 Wednesday | +4.5% | -7.2% | -9.6% | -1.0% | -7.4% | -6.0% | -18.5% | 26% | Mild Down / Low (<15) | +4% | |
| 2017-02-07 Tuesday | +1.2% | -5.9% | -6.7% | +2.2% | -0.9% | -0.4% | -12.0% | 21% | Strong Up / Low (<15) | +15% | |
| 2016-10-26 Wednesday | -9.1% | -4.4% | -7.4% | -1.1% | +4.1% | -2.9% | -11.1% | 31% | Mild Up / Low (<15) | +6% | |
| 2016-07-27 Wednesday | +6.8% | +6.3% | +7.1% | -0.4% | +8.6% | +16.8% | +0.2% | 16% | Strong Up / Low (<15) | +19% | |
| 2016-04-27 Wednesday | -1.6% | +5.0% | +10.6% | -7.6% | -0.4% | +14.1% | +0.5% | 17% | Mild Up / Low (<15) | +24% | |
| 2016-02-04 Thursday | -5.8% | +7.5% | -3.4% | +2.6% | +15.8% | +12.6% | -8.3% | 34% | Strong Down / Medium (15-25) | +27% | |
| 2015-10-22 Thursday | +11.3% | +9.0% | +28.0% | -1.1% | +3.4% | +36.8% | +9.0% | 21% | Strong Up / Low (<15) | +31% | |
| 2015-07-23 Thursday | -5.7% | +11.3% | +17.6% | -0.8% | -9.1% | +21.6% | +6.8% | 18% | Mild Down / Low (<15) | -5% | |
| 2015-04-23 Thursday | +6.8% | -7.1% | -12.2% | +0.9% | +3.0% | -5.0% | -14.5% | 20% | Mild Up / Low (<15) | -9% | |
| 2015-02-05 Thursday | +0.6% | -3.0% | -11.6% | +2.4% | +2.7% | -3.0% | -14.1% | 20% | Mild Up / Medium (15-25) | +3% |
Methodology: reaction day = first trading day after the report (AMC assumed). Regimes are 20-trading-day returns (NVDA/SPY/SOX) and VIX close on the report date. Historical implied volatility before our options-DB coverage window (Nov 2025) is NOT reconstructed — realized volatility (HV20) is shown instead. Options strategy P&L and IV crush are priced from OUR OWN stored option chains (one row per contract per pull) for every cycle inside coverage; both sections grow automatically each quarter. Buckets with n<10 are exploratory. Correlation is not causation; small samples dominate the pre-announcement analysis. Pre-announcement registry: screeners/earnings_analysis/preannouncements_NTGR.json.
Automated, data-driven · educational only · not financial advice.