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Earnings Analysis
Why this page exists: NXT 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, July 30, 2026
Next confirmed NXT 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 -0.09 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -10.4% | 1 |
| VIX level | Medium (15-25) expl. | +7.5% | 9 |
| Earnings weekday | Thursday expl. | -0.8% | 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
12
Avg reaction
+9.3%
Median reaction
+10.3%
Avg |move|
12.9%
Up rate
75%
Avg drift T-20
+6.2%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 12 | +6.2% | +1.7% | 13.8 | -11.5% / +35.7% | 50% |
| Drift T-5 → report | 12 | +4.4% | +2.7% | 8.3 | -6.7% / +25.8% | 75% |
| Overnight gap | 12 | +10.1% | +12.2% | 9.6 | -7.3% / +25.9% | 75% |
| Reaction day (close→close) | 12 | +9.3% | +10.3% | 11.5 | -10.4% / +24.8% | 75% |
| Follow-through +5d | 12 | -1.0% | -1.0% | 4.8 | -7.4% / +9.9% | 42% |
| Follow-through +20d | 12 | +2.7% | -1.7% | 12.4 | -13.2% / +31.1% | 33% |
| Max favorable excursion (20d) | 12 | +22.6% | +24.5% | 13.9 | -6.4% / +44.8% | 92% |
| Max adverse excursion (20d) | 12 | -2.2% | -2.5% | 11.1 | -18.9% / +14.1% | 50% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday n<10 | 6 | +13.1% | +12.2% | 9.4 | 83% |
| Tuesday n<10 | 4 | +8.8% | +10.1% | 12.2 | 75% |
| Thursday n<10 | 2 | -0.8% | -0.8% | 9.6 | 50% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 1 | +24.3% | +24.3% | 0.0 | 100% |
| Strong Up n<10 | 4 | +13.0% | +18.2% | 13.9 | 75% |
| Mild Up n<10 | 3 | +8.7% | +6.9% | 2.7 | 100% |
| Sideways n<10 | 3 | +6.8% | +8.7% | 6.3 | 67% |
| Strong Down n<10 | 1 | -10.4% | -10.4% | 0.0 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) n<10 | 3 | +14.7% | +12.4% | 7.5 | 100% |
| Medium (15-25) n<10 | 9 | +7.5% | +8.7% | 12.1 | 67% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 3 | +10.3% | +16.1% | 13.3 | 67% |
| Strong Up n<10 | 4 | +9.8% | +7.4% | 18.8 | 50% |
| Mild Down n<10 | 1 | +7.2% | +7.2% | 0.0 | 100% |
| Mild Up n<10 | 3 | -0.4% | -1.6% | 3.7 | 33% |
| Strong Down n<10 | 1 | -1.1% | -1.1% | 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 |
|---|---|---|---|---|
| 2026-01-27 | 18.9% | +13.3% | +16.1% | 0.70x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-01-27 Tuesday | +16.1% | +16.1% | +13.3% | -0.1% | -2.9% | +24.2% | +4.0% | 55% | Sideways / Medium (15-25) | +17% | |
| 2025-10-23 Thursday | +22.9% | +11.0% | +8.7% | +0.8% | -12.7% | +24.7% | -8.1% | 53% | Sideways / Medium (15-25) | +17% | |
| 2025-07-29 Tuesday | +19.4% | -3.6% | -9.3% | -4.9% | +16.5% | +8.1% | -18.9% | 50% | Strong Up / Medium (15-25) | +13% | |
| 2025-05-14 Wednesday | +35.7% | -1.3% | +11.9% | -6.1% | -3.5% | +14.8% | -5.5% | 53% | Strong Up / Medium (15-25) | +32% | |
| 2025-01-28 Tuesday | +7.2% | +25.9% | +24.3% | +1.0% | -3.7% | +31.9% | +10.4% | 56% | Mild Down / Medium (15-25) | +74% | |
| 2024-10-30 Wednesday | -11.5% | +21.6% | +24.6% | +4.5% | -0.3% | +38.4% | +12.2% | 36% | Strong Up / Medium (15-25) | +60% | |
| 2024-08-01 Thursday | -1.1% | -7.3% | -10.4% | -4.3% | -3.4% | -6.4% | -18.9% | 47% | Strong Down / Medium (15-25) | +43% | |
| 2024-05-14 Tuesday | -1.6% | +13.9% | +6.9% | +2.3% | +31.1% | +44.8% | +0.5% | 36% | Mild Up / Low (<15) | +39% | |
| 2024-01-31 Wednesday | -4.5% | +14.7% | +24.8% | -1.9% | -0.5% | +36.5% | +14.1% | 46% | Strong Up / Low (<15) | +95% | |
| 2023-10-25 Wednesday | -8.0% | +9.4% | -1.8% | -7.4% | +8.7% | +10.1% | -12.0% | 61% | Sideways / Medium (15-25) | +79% | |
| 2023-07-26 Wednesday | +4.5% | +13.5% | +12.4% | -5.6% | -13.2% | +18.4% | -9.2% | 35% | Mild Up / Low (<15) | +62% | |
| 2023-05-10 Wednesday | -4.2% | +6.8% | +6.6% | +9.9% | +15.8% | +25.6% | +5.1% | 39% | Mild Up / Medium (15-25) | -38% |
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_NXT.json.
Automated, data-driven · educational only · not financial advice.