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Earnings Analysis
Why this page exists: OLED 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 OLED 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 -0.42 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -11.8% | 3 |
| VIX level | Medium (15-25) | -1.0% | 28 |
| Earnings weekday | Thursday | +1.6% | 42 |
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
+2.2%
Median reaction
+1.7%
Avg |move|
9.0%
Up rate
57%
Avg drift T-20
+0.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +0.3% | -0.6% | 9.4 | -19.3% / +24.8% | 48% |
| Drift T-5 → report | 46 | -0.3% | -0.5% | 6.0 | -11.4% / +22.7% | 48% |
| Overnight gap | 46 | -0.1% | +0.1% | 8.4 | -26.7% / +15.6% | 52% |
| Reaction day (close→close) | 46 | +2.2% | +1.7% | 10.9 | -20.5% / +23.9% | 57% |
| Follow-through +5d | 46 | -0.8% | -1.0% | 5.6 | -14.4% / +13.0% | 43% |
| Follow-through +20d | 46 | +1.6% | +0.2% | 12.6 | -31.3% / +34.9% | 50% |
| Max favorable excursion (20d) | 46 | +13.2% | +11.5% | 15.3 | -19.8% / +60.1% | 80% |
| Max adverse excursion (20d) | 46 | -8.6% | -7.8% | 12.8 | -41.1% / +13.2% | 28% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday n<10 | 4 | +8.0% | +10.2% | 12.7 | 75% |
| Thursday | 42 | +1.6% | +0.9% | 10.5 | 55% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 3 | +9.0% | +6.8% | 8.2 | 100% |
| Mild Up n<10 | 8 | +8.6% | +12.6% | 12.2 | 62% |
| Sideways | 16 | +3.4% | +3.3% | 9.4 | 69% |
| Strong Up | 16 | -1.0% | -2.8% | 7.9 | 38% |
| Strong Down n<10 | 3 | -11.8% | -19.0% | 11.3 | 33% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 5 | +7.2% | +4.1% | 9.3 | 80% |
| Low (<15) | 13 | +7.1% | +9.3% | 11.6 | 62% |
| Medium (15-25) | 28 | -1.0% | +0.2% | 9.5 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 8 | +4.8% | +4.0% | 11.1 | 62% |
| Strong Up | 16 | +3.0% | +6.7% | 8.6 | 62% |
| Mild Down n<10 | 3 | +2.9% | +1.4% | 3.5 | 67% |
| Sideways | 16 | -4.1% | -4.7% | 7.2 | 25% |
| Strong Down n<10 | 3 | -5.2% | -2.4% | 10.6 | 33% |
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 |
|---|---|---|---|---|
| 2026-04-30 | 11.0% | +10.7% | +8.6% | 0.97x |
| 2026-02-19 | 10.8% | -11.1% | +0.2% | 1.03x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-30 Thursday | -2.8% | +8.6% | +10.7% | -3.8% | -4.4% | +16.6% | +0.2% | 35% | Strong Up / Medium (15-25) | -34% | |
| 2026-02-19 Thursday | -0.7% | +0.2% | -11.1% | +2.9% | -7.9% | +1.2% | -20.6% | 46% | Sideways / Medium (15-25) | +8% | |
| 2025-11-06 Thursday | -4.8% | -15.8% | -7.7% | -6.3% | -2.9% | -7.3% | -20.8% | 48% | Sideways / Medium (15-25) | -23% | |
| 2025-07-31 Thursday | -10.6% | +1.2% | +0.4% | -4.5% | -2.6% | +5.5% | -6.4% | 19% | Strong Up / Medium (15-25) | +21% | |
| 2025-05-01 Thursday | 4 | +1.7% | +2.7% | +2.0% | -1.3% | -0.5% | +11.6% | -1.6% | 113% | Sideways / Medium (15-25) | +25% |
| 2025-02-20 Thursday | -0.5% | +1.8% | +6.8% | -4.0% | -3.5% | +11.5% | -2.1% | 28% | Mild Down / Medium (15-25) | -11% | |
| 2024-10-30 Wednesday | -2.1% | -0.1% | -11.2% | +3.1% | -10.6% | +0.4% | -20.9% | 32% | Strong Up / Medium (15-25) | +17% | |
| 2024-08-01 Thursday | -2.4% | -11.5% | -19.0% | -2.5% | +10.8% | -8.4% | -26.4% | 42% | Strong Down / Medium (15-25) | -5% | |
| 2024-05-02 Thursday | -3.9% | +9.4% | +9.3% | +1.7% | +2.9% | +16.3% | +5.6% | 30% | Sideways / Low (<15) | +17% | |
| 2024-02-22 Thursday | +4.9% | -4.5% | -8.2% | +1.5% | -4.1% | -3.5% | -16.5% | 31% | Strong Up / Low (<15) | +12% | |
| 2023-11-02 Thursday | -8.8% | -1.5% | +3.6% | +1.7% | +19.9% | +24.9% | -2.4% | 34% | Sideways / Medium (15-25) | +8% | |
| 2023-08-03 Thursday | +1.1% | +8.6% | +13.8% | -0.5% | +2.8% | +19.8% | +5.7% | 27% | Mild Up / Medium (15-25) | +36% | |
| 2023-05-03 Wednesday | -15.0% | +2.4% | +5.1% | +2.5% | +9.4% | +22.6% | +2.0% | 17% | Sideways / Medium (15-25) | +2% | |
| 2023-02-23 Thursday | -1.4% | +2.3% | +6.1% | +1.1% | +7.8% | +15.7% | -3.2% | 28% | Strong Up / Medium (15-25) | +45% | |
| 2022-11-03 Thursday | -12.8% | +9.5% | +12.1% | +6.5% | +11.7% | +29.0% | +7.8% | 42% | Sideways / High (>25) | +14% | |
| 2022-08-04 Thursday | +9.7% | -0.6% | +5.3% | -2.9% | -13.2% | +7.5% | -11.6% | 40% | Strong Up / Medium (15-25) | -16% | |
| 2022-05-05 Thursday | -19.3% | +3.6% | +4.1% | -11.5% | -7.3% | +7.7% | -11.8% | 59% | Strong Down / High (>25) | +7% | |
| 2022-02-23 Wednesday | -8.3% | +0.1% | +22.7% | -2.5% | -0.2% | +26.2% | -3.6% | 55% | Sideways / High (>25) | -5% | |
| 2021-11-04 Thursday | +8.5% | -5.4% | -5.5% | -3.4% | -17.1% | +1.3% | -24.2% | 28% | Strong Up / Medium (15-25) | -11% | |
| 2021-08-05 Thursday | +9.5% | -7.2% | -10.5% | -4.4% | -0.3% | -5.8% | -17.5% | 33% | Mild Up / Medium (15-25) | -2% | |
| 2021-05-06 Thursday | -10.1% | -1.9% | +1.4% | -14.0% | -2.8% | +1.7% | -15.0% | 38% | Sideways / Medium (15-25) | +38% | |
| 2021-02-18 Thursday | -8.1% | +2.2% | -5.2% | -7.5% | +1.1% | +2.8% | -24.0% | 36% | Strong Up / Medium (15-25) | +76% | |
| 2020-10-29 Thursday | +7.8% | +2.1% | +0.3% | +7.0% | +13.1% | +15.0% | -4.2% | 35% | Mild Down / High (>25) | +81% | |
| 2020-08-06 Thursday | +15.8% | -5.7% | -0.0% | +1.1% | -7.1% | +7.7% | -7.9% | 45% | Mild Up / Medium (15-25) | -93% | |
| 2020-05-07 Thursday | +11.4% | -0.3% | -3.2% | -4.4% | +9.6% | +7.0% | -11.7% | 58% | Strong Up / High (>25) | +23% | |
| 2020-02-20 Thursday | -16.1% | -5.8% | -2.5% | -14.4% | -31.3% | -2.1% | -41.1% | 42% | Strong Up / Medium (15-25) | -23% | |
| 2019-10-30 Wednesday | +8.4% | +11.7% | +15.3% | -0.7% | -1.2% | +19.8% | +6.0% | 26% | Strong Up / Low (<15) | +45% | |
| 2019-08-01 Thursday | +9.6% | +4.3% | -1.6% | +5.2% | +0.7% | +4.5% | -9.9% | 20% | Sideways / Medium (15-25) | +103% | |
| 2019-05-02 Thursday | -5.3% | +13.1% | +8.8% | -1.4% | -13.7% | +21.3% | -8.0% | 33% | Sideways / Low (<15) | +141% | |
| 2019-02-21 Thursday | +24.8% | +9.7% | +23.0% | +2.4% | +10.9% | +37.1% | +9.0% | 21% | Mild Up / Low (<15) | +18% | |
| 2018-11-01 Thursday | 1 | +6.1% | -26.7% | -20.5% | -2.2% | -10.9% | -19.8% | -36.0% | 82% | Strong Down / Medium (15-25) | -26% |
| 2018-08-09 Thursday | +8.0% | +10.0% | +13.5% | +1.3% | +8.1% | +29.1% | +8.8% | 32% | Sideways / Low (<15) | +68% | |
| 2018-05-03 Thursday | -10.3% | -2.0% | +12.4% | -3.8% | -2.6% | +29.1% | -3.4% | 35% | Mild Up / Medium (15-25) | +26% | |
| 2018-02-22 Thursday | -13.2% | -14.5% | -15.8% | -3.7% | -15.4% | -11.2% | -32.7% | 66% | Sideways / Medium (15-25) | -17% | |
| 2017-11-02 Thursday | +13.5% | +3.1% | +9.5% | +7.3% | +11.8% | +33.5% | +3.0% | 29% | Strong Up / Low (<15) | +195% | |
| 2017-08-03 Thursday | +8.4% | -1.7% | -1.3% | -6.0% | +8.1% | +8.0% | -10.1% | 30% | Strong Up / Low (<15) | +32% | |
| 2017-05-04 Thursday | +7.0% | +15.6% | +23.9% | +2.1% | +5.2% | +31.6% | +13.2% | 28% | Mild Up / Low (<15) | +8700% | |
| 2017-02-23 Thursday | +1.4% | +9.7% | +20.1% | +4.3% | +2.6% | +31.2% | +8.8% | 38% | Mild Down / Low (<15) | +29% | |
| 2016-11-03 Thursday | -1.2% | -2.3% | +3.0% | +5.1% | +0.6% | +23.7% | -2.7% | 30% | Sideways / Medium (15-25) | +20% | |
| 2016-08-04 Thursday | +3.5% | -10.1% | -8.0% | -4.5% | -11.3% | -4.1% | -19.5% | 38% | Strong Up / Low (<15) | -10% | |
| 2016-05-05 Thursday | +4.5% | -5.5% | -0.8% | -5.2% | +22.9% | +25.5% | -7.8% | 41% | Sideways / Medium (15-25) | +433% | |
| 2016-02-25 Thursday | 1 | +10.5% | -14.8% | -11.4% | +11.6% | +17.5% | +10.1% | -14.9% | 63% | Strong Up / Medium (15-25) | -22% |
| 2015-11-05 Thursday | 1 | -1.2% | +8.3% | +12.9% | -0.4% | +34.9% | +60.1% | +5.5% | 64% | Mild Up / Medium (15-25) | +84% |
| 2015-08-06 Thursday | -8.2% | -3.9% | -7.0% | -3.6% | -12.5% | -1.7% | -25.9% | 15% | Mild Up / Low (<15) | -154% | |
| 2015-05-07 Thursday | -4.7% | +2.2% | +10.6% | +1.8% | +10.4% | +23.5% | +2.2% | 26% | Sideways / Medium (15-25) | +275% | |
| 2015-02-26 Thursday | +10.6% | -7.5% | -6.5% | +13.0% | +32.7% | +30.1% | -10.2% | 27% | Strong Up / Low (<15) | -12% |
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_OLED.json.
Automated, data-driven · educational only · not financial advice.