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Earnings Analysis
Why this page exists: NXPI habitually moves BEFORE earnings when it pre-announces (guidance raises, preliminary results, business updates). 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
Tuesday, July 28, 2026
Next confirmed NXPI earnings date (source: exchange calendar).
Historical pre-announcements landed 12–40 trading days before the report (median 13).
Projected watch window: Jun 02 → Jul 10 · most likely around Thu Jul 09.
Projected watch window: Jun 02 → Jul 10 · most likely around Thu Jul 09.
Pre-announcement weekdays so far: Thursday ×1, Tuesday ×1, Sunday ×1. Documented pre-announcement rate in the modern era: 12% of the last 25 cycles.
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 +1.00 (Very Strong Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +4.2% | 5 |
| VIX level | Medium (15-25) | +1.3% | 20 |
| Earnings weekday | Tuesday expl. | +17.1% | 2 |
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
+0.9%
Median reaction
+0.8%
Avg |move|
4.1%
Up rate
63%
Avg drift T-20
+3.0%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +3.0% | +3.0% | 9.1 | -15.1% / +22.9% | 65% |
| Drift T-5 → report | 46 | +1.4% | +0.8% | 5.4 | -10.4% / +21.3% | 65% |
| Overnight gap | 46 | +0.7% | +1.3% | 5.7 | -17.8% / +22.1% | 63% |
| Reaction day (close→close) | 46 | +0.9% | +0.8% | 6.3 | -19.7% / +25.6% | 63% |
| Follow-through +5d | 46 | +0.9% | +1.3% | 4.2 | -13.3% / +9.6% | 65% |
| Follow-through +20d | 46 | +3.0% | +2.5% | 8.9 | -15.2% / +26.1% | 65% |
| Max favorable excursion (20d) | 46 | +9.8% | +9.3% | 8.9 | -6.0% / +47.5% | 93% |
| Max adverse excursion (20d) | 46 | -5.6% | -4.5% | 7.2 | -21.5% / +20.7% | 11% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday n<10 | 2 | +17.1% | +17.1% | 8.5 | 100% |
| Thursday n<10 | 1 | +2.3% | +2.3% | 0.0 | 100% |
| Friday n<10 | 1 | +1.2% | +1.2% | 0.0 | 100% |
| Monday | 27 | +0.5% | +0.9% | 3.8 | 63% |
| Wednesday | 15 | -0.5% | +0.1% | 7.1 | 53% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 5 | +4.2% | +1.3% | 5.0 | 80% |
| Mild Down n<10 | 1 | +1.2% | +1.2% | 0.0 | 100% |
| Mild Up | 15 | +1.1% | +0.9% | 3.4 | 67% |
| Strong Up | 13 | +0.6% | +0.1% | 9.2 | 54% |
| Sideways | 12 | -0.3% | +0.9% | 5.6 | 58% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 20 | +1.3% | +0.0% | 7.3 | 50% |
| High (>25) n<10 | 7 | +1.1% | +0.6% | 4.5 | 57% |
| Low (<15) | 19 | +0.6% | +1.3% | 5.8 | 79% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 13 | +7.7% | +7.4% | 6.5 | 92% |
| Mild Up | 15 | +3.5% | +1.2% | 10.3 | 60% |
| Mild Down n<10 | 1 | +2.2% | +2.2% | 0.0 | 100% |
| Sideways | 12 | +1.9% | +3.9% | 6.9 | 67% |
| Strong Down n<10 | 5 | -8.1% | -9.8% | 5.4 | 0% |
Documented pre-announcements
| Date | Signal | Event | Lead | Day ret | Next day | To earnings |
|---|---|---|---|---|---|---|
| 2020-10-08 Thursday | POSITIVE | Raised Q3 2020 outlook on faster-than-expected demand rebound (Auto/Mobile); results landed ~13% above the guide midpoint at $2.27B | 12d | +0.9% | +5.0% | +0.0% |
| 2020-04-07 Tuesday | NEGATIVE | Again lowered Q1 2020 view on worse-than-anticipated COVID-19 impact vs the March update | 13d | -3.1% | +8.7% | +15.2% |
| 2020-03-01 Sunday | NEGATIVE | Cut Q1 2020 revenue outlook by $50M-$150M vs prior guidance on coronavirus impact | 40d | -0.8% | +5.6% | -14.2% |
The habit: every documented pre-announcement landed inside the last 12–40 trading days before the report. Positive pre-announcements (guidance raises) came with continued drift into earnings; negative preliminary results did not mean-revert before the report. Sample is small (n=3) — treat as exploratory, but the LEAD-TIME clustering is the actionable part: once inside the window, gap risk is two-sided and elevated.
Expected move vs actual (our nightly ATM data)
| Report date | Expected move | Actual reaction | Gap | Actual / EM |
|---|---|---|---|---|
| 2026-04-28 | 12.2% | +25.6% | +22.1% | 2.10x |
| 2026-02-02 | 11.0% | -4.5% | -4.9% | 0.41x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-28 Tuesday | +22.9% | +22.1% | +25.6% | +1.1% | +13.8% | +47.5% | +20.7% | 37% | Strong Up / Medium (15-25) | +2% | |
| 2026-02-02 Monday | +4.4% | -4.9% | -4.5% | +3.7% | -2.5% | +10.9% | -10.4% | 45% | Sideways / Medium (15-25) | +1% | |
| 2025-10-27 Monday | -2.0% | -1.5% | -3.9% | -1.2% | -10.1% | -0.5% | -17.4% | 43% | Mild Up / Medium (15-25) | -0% | |
| 2025-07-21 Monday | +9.7% | -2.7% | -0.1% | +0.2% | +1.8% | +2.5% | -11.0% | 28% | Strong Up / Medium (15-25) | +2% | |
| 2025-04-28 Monday | 3 | +3.3% | -7.5% | -6.9% | +1.3% | +8.9% | +8.8% | -10.2% | 101% | Sideways / High (>25) | +1% |
| 2025-02-03 Monday | -0.7% | +1.5% | -1.1% | +3.8% | +4.3% | +24.8% | -2.9% | 23% | Strong Down / Medium (15-25) | +1% | |
| 2024-11-04 Monday | +1.2% | -6.9% | -5.2% | +1.1% | +1.6% | +0.8% | -8.8% | 34% | Mild Up / Medium (15-25) | +1% | |
| 2024-07-22 Monday | +4.7% | -8.1% | -7.6% | -2.5% | -1.6% | -5.0% | -19.6% | 38% | Sideways / Low (<15) | -0% | |
| 2024-04-29 Monday | +0.3% | +4.3% | +3.7% | +1.3% | +9.2% | +14.2% | -0.8% | 39% | Sideways / Low (<15) | +2% | |
| 2024-02-05 Monday | +7.4% | -0.0% | +0.9% | +6.1% | +11.4% | +17.4% | -1.1% | 27% | Strong Up / Low (<15) | +2% | |
| 2023-11-06 Monday | -7.7% | -2.5% | +1.6% | -0.5% | +10.8% | +13.7% | -2.5% | 37% | Sideways / Low (<15) | +3% | |
| 2023-07-24 Monday | +11.8% | +3.9% | +4.3% | +1.4% | -8.3% | +7.0% | -8.8% | 32% | Mild Up / Low (<15) | +4% | |
| 2023-05-01 Monday | -11.0% | +4.4% | +3.3% | -2.0% | +6.2% | +12.4% | -2.9% | 25% | Mild Up / Medium (15-25) | +6% | |
| 2023-01-30 Monday | +13.5% | +1.6% | +2.7% | +1.7% | -3.2% | +10.2% | -2.3% | 31% | Strong Up / Medium (15-25) | +3% | |
| 2022-10-31 Monday | -3.9% | +3.0% | +4.0% | +4.0% | +8.5% | +22.6% | -2.3% | 45% | Mild Up / High (>25) | +4% | |
| 2022-07-25 Monday | +9.3% | +1.9% | +0.2% | +5.8% | -1.1% | +8.6% | -2.8% | 37% | Sideways / Medium (15-25) | +4% | |
| 2022-05-02 Monday | -2.8% | -1.8% | +0.6% | -2.9% | +6.6% | +12.0% | -4.7% | 38% | Strong Down / High (>25) | +5% | |
| 2022-01-31 Monday | -9.8% | +1.7% | +1.3% | -5.4% | -13.0% | +3.1% | -13.2% | 50% | Strong Down / Medium (15-25) | +6% | |
| 2021-11-01 Monday | +8.6% | +0.2% | +0.7% | +8.0% | +8.1% | +11.1% | -0.9% | 28% | Strong Up / Medium (15-25) | +4% | |
| 2021-07-30 Friday | +2.2% | +1.9% | +1.2% | +2.3% | +8.4% | +9.9% | -3.3% | 31% | Mild Down / Medium (15-25) | +3% | |
| 2021-04-26 Monday | +3.0% | +1.4% | -0.8% | -5.7% | +0.5% | +2.0% | -11.4% | 32% | Strong Up / Medium (15-25) | +5% | |
| 2021-02-01 Monday | +7.9% | +4.9% | +3.3% | +6.2% | +2.9% | +16.7% | -0.5% | 43% | Sideways / High (>25) | +5% | |
| 2020-10-26 Monday | POSITIVE | +8.8% | +1.1% | -1.2% | +3.1% | +17.0% | +15.9% | -6.0% | 34% | Sideways / High (>25) | +2% |
| 2020-07-27 Monday | +11.2% | -3.0% | -4.2% | +3.4% | +7.4% | +5.0% | -4.5% | 30% | Strong Up / Medium (15-25) | +9% | |
| 2020-04-28 Tuesday | 1 | +15.8% | +2.7% | +8.6% | -7.1% | -2.2% | +9.7% | -9.4% | 91% | Mild Up / High (>25) | +2% |
| 2020-02-03 Monday | -1.3% | +5.8% | +3.8% | +2.0% | -10.7% | +11.1% | -12.5% | 23% | Sideways / Medium (15-25) | -1% | |
| 2019-10-28 Monday | -0.4% | +5.4% | +5.3% | +3.0% | +2.3% | +11.2% | +3.5% | 35% | Strong Up / Low (<15) | +5% | |
| 2019-07-29 Monday | +6.8% | -0.7% | +1.5% | -8.4% | -6.7% | +2.2% | -7.9% | 31% | Mild Up / Low (<15) | +7% | |
| 2019-04-29 Monday | +10.8% | +7.5% | +7.9% | +0.4% | -15.2% | +10.8% | -9.0% | 33% | Sideways / Low (<15) | +7% | |
| 2019-02-06 Wednesday | +20.9% | -5.4% | -1.9% | +1.3% | +3.7% | +6.2% | -6.1% | 31% | Mild Up / Medium (15-25) | +3% | |
| 2018-10-31 Wednesday | -12.9% | +7.9% | +12.1% | +1.6% | -1.4% | +15.1% | +5.6% | 51% | Strong Down / Medium (15-25) | +6% | |
| 2018-07-26 Thursday | -15.1% | +1.3% | +2.3% | +0.7% | -4.5% | +4.0% | -6.6% | 34% | Mild Up / Low (<15) | -1% | |
| 2018-05-02 Wednesday | -11.0% | -8.3% | -10.1% | +6.8% | +23.4% | +16.0% | -11.6% | 25% | Sideways / Medium (15-25) | -7% | |
| 2018-02-07 Wednesday | -1.7% | +1.6% | -0.4% | -0.9% | +6.7% | +8.2% | -1.6% | 10% | Mild Up / High (>25) | +9% | |
| 2017-10-25 Wednesday | +3.3% | +1.0% | +0.1% | +0.6% | -1.3% | +1.5% | -4.4% | 4% | Strong Up / Low (<15) | +10% | |
| 2017-08-02 Wednesday | +1.5% | -0.3% | -0.2% | +2.2% | +1.6% | +2.3% | -0.4% | 3% | Strong Up / Low (<15) | +1% | |
| 2017-05-03 Wednesday | +0.7% | -0.0% | +0.9% | -0.1% | +2.4% | +3.9% | -0.1% | 5% | Mild Up / Low (<15) | +4% | |
| 2017-02-01 Wednesday | +0.1% | +0.4% | +1.3% | +3.1% | +4.7% | +6.2% | +0.4% | 9% | Strong Up / Low (<15) | +18% | |
| 2016-10-26 Wednesday | 1 | +20.0% | +1.7% | +0.4% | -0.1% | +0.2% | +2.1% | -2.8% | 61% | Mild Up / Low (<15) | +3% |
| 2016-07-27 Wednesday | +14.3% | -3.2% | -3.5% | -1.4% | +3.6% | +2.8% | -6.6% | 27% | Strong Up / Low (<15) | +3% | |
| 2016-04-25 Monday | +3.0% | +4.5% | +4.0% | -0.4% | +2.6% | +9.4% | -1.7% | 22% | Mild Up / Low (<15) | +2% | |
| 2016-02-03 Wednesday | -14.1% | +4.8% | +7.8% | -13.3% | -2.4% | +8.8% | -13.0% | 55% | Strong Down / Medium (15-25) | +23% | |
| 2015-10-28 Wednesday | +4.4% | -17.8% | -19.7% | +9.6% | +15.7% | -6.0% | -20.2% | 41% | Strong Up / Low (<15) | +5% | |
| 2015-07-29 Wednesday | -6.5% | +4.6% | +6.6% | -0.9% | -13.1% | +9.2% | -21.5% | 34% | Sideways / Low (<15) | +4% | |
| 2015-04-29 Wednesday | -4.9% | +1.8% | +0.7% | +2.5% | +15.3% | +18.2% | +0.2% | 25% | Mild Up / Low (<15) | +3% | |
| 2015-02-04 Wednesday | +10.2% | +0.3% | -1.9% | +7.1% | +26.1% | +26.5% | -2.7% | 32% | Mild Up / Medium (15-25) | +2% |
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_NXPI.json.
Automated, data-driven · educational only · not financial advice.