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Earnings Analysis
Why this page exists: NVTS 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
Monday, July 27, 2026
Next confirmed NVTS 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 +0.52 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +10.0% | 2 |
| SPY regime | Strong Down expl. | +14.8% | 1 |
| VIX level | Medium (15-25) | +1.4% | 11 |
| Earnings weekday | Monday expl. | -0.7% | 9 |
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
18
Avg reaction
+0.6%
Median reaction
-0.1%
Avg |move|
12.4%
Up rate
50%
Avg drift T-20
+9.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 18 | +9.3% | +6.5% | 31.8 | -30.5% / +104.8% | 56% |
| Drift T-5 → report | 18 | -1.0% | -1.7% | 10.9 | -21.4% / +24.7% | 39% |
| Overnight gap | 18 | -1.5% | +1.1% | 11.5 | -22.0% / +19.2% | 50% |
| Reaction day (close→close) | 18 | +0.6% | -0.1% | 13.8 | -18.4% / +26.0% | 50% |
| Follow-through +5d | 18 | -1.6% | -4.4% | 11.3 | -28.5% / +15.4% | 33% |
| Follow-through +20d | 18 | +14.2% | -5.6% | 54.4 | -29.1% / +211.8% | 39% |
| Max favorable excursion (20d) | 18 | +38.4% | +26.1% | 63.0 | -7.9% / +276.4% | 72% |
| Max adverse excursion (20d) | 18 | -16.7% | -15.3% | 14.3 | -44.1% / +3.2% | 22% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday n<10 | 1 | +10.0% | +10.0% | 0.0 | 100% |
| Thursday n<10 | 5 | +2.1% | +6.2% | 10.5 | 60% |
| Monday n<10 | 9 | -0.7% | -4.8% | 15.0 | 44% |
| Tuesday n<10 | 3 | -1.3% | -5.0% | 15.8 | 33% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 3 | +10.1% | +19.6% | 13.9 | 67% |
| Strong Down n<10 | 2 | +10.0% | +10.0% | 4.8 | 100% |
| Strong Up n<10 | 8 | -0.7% | -4.9% | 13.2 | 38% |
| Mild Down n<10 | 2 | -6.3% | -6.3% | 11.0 | 50% |
| Sideways n<10 | 3 | -7.0% | -12.6% | 12.3 | 33% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 4 | +2.9% | +7.6% | 12.8 | 75% |
| Medium (15-25) | 11 | +1.4% | -4.8% | 15.1 | 45% |
| Low (<15) n<10 | 3 | -5.2% | -7.8% | 7.3 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 8 | +33.1% | +23.4% | 32.0 | 88% |
| Sideways n<10 | 3 | +1.4% | +5.9% | 7.4 | 67% |
| Mild Up n<10 | 3 | -2.2% | -2.5% | 8.1 | 33% |
| Mild Down n<10 | 2 | -16.7% | -16.7% | 0.5 | 0% |
| Strong Down n<10 | 2 | -30.5% | -30.5% | 0.0 | 0% |
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 |
|---|---|---|---|---|
| 2026-05-05 | 17.6% | -5.0% | -3.4% | 0.28x |
| 2026-02-24 | 18.2% | +19.6% | +5.0% | 1.08x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-05 Tuesday | 6 | +104.8% | -3.4% | -5.0% | +15.4% | +84.9% | +94.7% | -14.8% | 140% | Strong Up / Medium (15-25) | +16% |
| 2026-02-24 Tuesday | 1 | -11.9% | +5.0% | +19.6% | -9.9% | -6.1% | +40.8% | -6.5% | 100% | Mild Up / Medium (15-25) | +4% |
| 2025-11-03 Monday | 5 | +50.7% | -16.2% | -14.6% | -8.2% | -20.5% | -5.5% | -44.1% | 162% | Strong Up / Medium (15-25) | -1% |
| 2025-08-04 Monday | 2 | +30.9% | -22.0% | -15.9% | -2.5% | -14.9% | -6.2% | -30.3% | 109% | Strong Up / Medium (15-25) | +0% |
| 2025-05-05 Monday | 2 | +10.5% | -5.0% | -4.8% | +8.7% | +211.8% | +276.4% | -10.0% | 83% | Strong Up / Medium (15-25) | +3% |
| 2025-02-24 Monday | 2 | -16.2% | -19.7% | -17.3% | -4.2% | -5.4% | -6.4% | -24.2% | 85% | Mild Down / Medium (15-25) | +2% |
| 2024-11-04 Monday | +7.8% | -13.8% | -9.6% | -13.6% | +33.0% | +26.1% | -33.0% | 62% | Mild Up / Medium (15-25) | +4% | |
| 2024-08-05 Monday | -30.5% | +5.9% | +5.2% | -10.6% | -19.6% | +11.2% | -15.7% | 72% | Strong Down / High (>25) | -7% | |
| 2024-05-09 Thursday | +7.3% | -10.7% | -12.6% | -4.6% | +8.5% | -0.8% | -25.8% | 61% | Sideways / Low (<15) | -9% | |
| 2024-02-29 Thursday | 1 | +7.2% | +19.2% | -7.8% | -5.0% | -15.7% | +20.5% | -32.2% | 67% | Strong Up / Low (<15) | +16% |
| 2023-11-09 Thursday | -9.0% | +12.1% | +10.0% | +7.7% | +20.4% | +35.2% | +2.8% | 65% | Sideways / Medium (15-25) | +26% | |
| 2023-08-14 Monday | -17.1% | +13.9% | +4.7% | -6.7% | -10.3% | +17.3% | -14.2% | 62% | Mild Down / Low (<15) | +29% | |
| 2023-05-15 Monday | 1 | -2.5% | +3.2% | +20.3% | +14.6% | +25.0% | +52.3% | +3.2% | 72% | Mild Up / Medium (15-25) | +10% |
| 2023-02-23 Thursday | 2 | +15.9% | +2.2% | +6.2% | -1.0% | +12.2% | +26.2% | -4.2% | 80% | Strong Up / Medium (15-25) | +17% |
| 2022-11-09 Wednesday | 1 | -0.5% | +7.5% | +10.0% | +13.6% | -1.8% | +41.8% | +1.5% | 75% | Strong Up / High (>25) | +2% |
| 2022-08-15 Monday | 2 | +45.3% | 0.0% | +26.0% | -28.5% | -29.1% | +31.5% | -20.0% | 103% | Strong Up / Medium (15-25) | +21% |
| 2022-05-12 Thursday | 1 | -30.5% | +3.3% | +14.8% | +11.7% | -10.8% | +43.7% | +1.7% | 99% | Strong Down / High (>25) | -- |
| 2022-02-15 Tuesday | 1 | +5.9% | -9.3% | -18.4% | -6.3% | -5.8% | -7.9% | -35.5% | 97% | Sideways / High (>25) | +8% |
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_NVTS.json.
Automated, data-driven · educational only · not financial advice.