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Why this page exists: ON 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

Monday, August 03, 2026
Next confirmed ON earnings date (source: exchange calendar).
Historical pre-announcements landed 45–45 trading days before the report (median 45).
Projected watch window: Jun 01 → Jun 01 · most likely around Mon Jun 01.
Pre-announcement weekdays so far: Friday ×1. Documented pre-announcement rate in the modern era: 4% of the last 24 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 +0.20 (Neutral / Mixed)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeStrong Down expl.+0.8%3
VIX levelMedium (15-25)+0.7%26
Earnings weekdayMonday+0.8%23
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
+0.7%
Median reaction
+0.3%
Avg |move|
3.8%
Up rate
57%
Avg drift T-20
+4.3%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report46+4.3%+2.1%15.8-30.0% / +60.7%59%
Drift T-5 → report46+0.5%+1.2%8.7-21.9% / +19.0%57%
Overnight gap46+0.7%+0.4%3.4-8.0% / +10.5%54%
Reaction day (close→close)46+0.7%+0.3%4.8-10.7% / +10.9%57%
Follow-through +5d46+0.8%+0.6%5.6-11.1% / +15.9%54%
Follow-through +20d46+4.1%+4.8%11.1-20.4% / +33.0%65%
Max favorable excursion (20d)46+12.1%+11.9%8.0-5.8% / +31.4%98%
Max adverse excursion (20d)46-7.3%-6.2%7.1-22.0% / +6.7%17%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Thursday n<102+9.0%+9.0%2.0100%
Monday23+0.8%+0.5%3.065%
Friday21-0.1%-1.1%5.743%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Mild Up10+2.0%+0.8%4.570%
Strong Up17+1.9%+1.2%4.671%
Strong Down n<103+0.8%+1.6%6.967%
Mild Down n<105-0.5%-2.9%4.640%
Sideways11-1.6%-0.9%3.527%

Reaction by VIX level

BucketNMeanMedianStdWin%
Low (<15)15+1.7%+0.1%4.453%
Medium (15-25)26+0.7%+0.8%5.058%
High (>25) n<105-1.8%+0.4%3.760%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up17+15.7%+12.6%16.888%
Mild Down n<105+1.2%+11.8%16.960%
Mild Up10-1.2%+1.2%5.860%
Sideways11-2.7%-4.1%9.027%
Strong Down n<103-11.4%-6.8%6.50%
Documented pre-announcements
DateSignalEventLeadDay retNext dayTo earnings
2020-03-06
Friday
NEGATIVECut Q1 2020 revenue outlook to $1,275M-$1,325M from $1,355M-$1,405M citing COVID-19; announced ~$90M restructuring savings45d-3.1%-10.1%-9.4%
The habit: every documented pre-announcement landed inside the last 45–45 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=1) — 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 dateExpected moveActual reactionGapActual / EM
2026-05-0412.6%+0.6%-4.3%0.05x
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
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
2026-05-04
Monday
1+60.7%-4.3%+0.6%+4.5%+25.3%+27.9%-5.8%54%Strong Up / Medium (15-25)+4%
2026-02-09
Monday
+4.7%-0.6%+3.5%+6.8%-11.6%+13.3%-15.5%46%Sideways / Medium (15-25)+3%
2025-11-03
Monday
+0.2%-0.3%-4.3%+0.5%+6.6%+3.0%-11.7%64%Strong Up / Medium (15-25)+7%
2025-08-04
Monday
1-12.2%+0.9%-1.5%-0.3%+3.6%+9.1%-3.4%74%Strong Up / Medium (15-25)-0%
2025-05-05
Monday
2+14.0%-0.9%+0.3%+15.9%+23.0%+23.8%-3.2%106%Strong Up / Medium (15-25)+10%
2025-02-10
Monday
-12.8%-0.1%+1.9%+8.4%-10.6%+22.8%-11.0%42%Sideways / Medium (15-25)-2%
2024-10-28
Monday
-0.5%0.0%+3.4%-7.0%-3.1%+5.3%-11.0%30%Strong Up / Medium (15-25)+2%
2024-07-29
Monday
1+14.2%-0.6%-5.5%-6.8%+1.1%+1.5%-15.4%66%Mild Down / Medium (15-25)+5%
2024-04-29
Monday
-4.1%-1.2%-0.9%-0.7%+5.0%+9.0%-3.9%46%Sideways / Low (<15)+3%
2024-02-05
Monday
+2.5%-0.7%-1.6%+6.0%+0.9%+7.5%-3.5%42%Strong Up / Low (<15)+4%
2023-10-30
Monday
1-30.0%-1.8%-4.1%+5.7%+10.3%+11.6%-5.9%91%Mild Down / Medium (15-25)+3%
2023-07-31
Monday
+13.9%-0.0%+0.3%-4.2%-13.4%+1.5%-17.7%40%Strong Up / Low (<15)+10%
2023-05-01
Monday
-4.8%+1.3%+1.1%+1.7%+6.1%+14.7%-1.6%48%Mild Up / Medium (15-25)+10%
2023-02-06
Monday
+28.7%+0.8%+6.4%-1.3%-8.0%+8.9%-10.4%46%Strong Up / Medium (15-25)+4%
2022-10-31
Monday
-5.2%+2.1%+0.5%+6.0%+14.5%+25.8%-4.9%67%Mild Up / High (>25)+10%
2022-08-01
Monday
+35.9%+1.2%+3.0%+2.7%+6.0%+20.6%-3.0%54%Strong Up / Medium (15-25)+6%
2022-05-02
Monday
-6.7%0.0%+1.6%-10.1%+7.4%+11.2%-9.1%56%Strong Down / High (>25)+16%
2022-02-07
Monday
-3.6%-0.2%+6.0%-11.1%-15.4%+7.8%-14.9%71%Mild Down / Medium (15-25)+16%
2021-11-01
Monday
1+22.5%+1.8%+3.9%+2.8%+7.5%+16.5%+0.5%56%Strong Up / Medium (15-25)+18%
2021-08-02
Monday
1+13.7%+0.5%+4.0%+0.1%-0.2%+6.1%-6.4%54%Mild Down / Medium (15-25)+29%
2021-05-03
Monday
-14.7%+1.1%-0.8%-0.6%+7.1%+8.6%-6.5%38%Mild Up / Medium (15-25)+4%
2021-02-01
Monday
+12.2%+2.2%+0.4%+8.0%+9.7%+15.4%-1.1%45%Sideways / High (>25)+26%
2020-10-30
Friday
1+11.8%-3.1%-2.9%+9.1%+18.0%+17.3%-4.9%46%Mild Down / High (>25)+34%
2020-08-07
Friday
+1.7%+0.6%+5.2%+0.6%+3.5%+10.9%-0.6%34%Mild Up / Medium (15-25)+545%
2020-05-08
Friday
+24.7%-8.0%-8.5%-9.6%+33.0%+24.9%-21.2%76%Strong Up / High (>25)-34%
2020-02-03
Monday
1-19.4%+0.2%-0.5%+3.6%-8.5%+10.0%-15.1%61%Sideways / Medium (15-25)-7%
2019-10-25
Friday
+2.7%+3.8%+10.6%-0.7%-1.9%+16.5%+3.8%44%Strong Up / Low (<15)-8%
2019-08-02
Friday
-0.5%-6.4%-10.7%-4.3%-0.3%-5.8%-16.7%38%Sideways / Medium (15-25)+2%
2019-04-26
Friday
+10.7%+1.3%-1.1%+6.0%-20.4%+4.9%-22.0%27%Sideways / Low (<15)+9%
2019-02-01
Friday
+32.9%+1.8%+3.8%+1.2%+1.5%+12.3%-2.8%55%Strong Up / Medium (15-25)+12%
2018-10-26
Friday
-20.7%+10.5%+8.8%+13.8%+18.2%+31.4%+6.7%47%Strong Down / Medium (15-25)+13%
2018-07-27
Friday
+3.9%+2.7%-3.4%-3.4%-5.5%+2.8%-13.7%27%Mild Up / Low (<15)+3%
2018-04-27
Friday
-6.0%+0.0%-3.9%+2.5%+17.1%+12.6%-6.7%42%Sideways / Medium (15-25)+3%
2018-02-02
Friday
+4.0%-0.8%-4.4%-6.6%+8.0%+5.3%-14.7%34%Mild Up / Medium (15-25)+6%
2017-11-03
Friday
+12.6%-1.1%-1.1%+0.7%-11.3%+2.3%-13.4%14%Strong Up / Low (<15)-24%
2017-08-04
Friday
+5.6%+1.1%+8.2%-2.4%+5.6%+14.8%+1.1%27%Strong Up / Low (<15)-19%
2017-05-05
Friday
-4.4%+4.0%+0.1%+2.7%+11.6%+12.3%-3.1%33%Mild Up / Low (<15)-15%
2017-02-10
Friday
+5.3%+7.1%+5.7%+4.4%+2.5%+13.6%+2.6%22%Mild Up / Low (<15)+25%
2016-11-04
Friday
-5.8%-2.6%-0.9%-2.1%-2.0%+8.0%-7.2%19%Sideways / Medium (15-25)+0%
2016-08-05
Friday
+12.1%+5.7%+1.2%-0.1%+9.1%+14.5%+0.4%29%Strong Up / Low (<15)+7%
2016-05-06
Friday
-1.1%+4.2%-3.2%-1.8%+7.7%+6.1%-6.0%30%Sideways / Low (<15)+14%
2016-02-05
Friday
-6.8%-5.6%-8.1%-4.5%+21.8%+13.4%-13.4%43%Strong Down / Medium (15-25)+0%
2015-10-29
Thursday
+10.7%+7.3%+7.0%+2.5%-2.5%+13.0%-7.3%54%Strong Up / Low (<15)-2%
2015-07-31
Friday
-7.3%-0.7%-2.6%-0.9%-4.5%+2.5%-20.9%34%Sideways / Low (<15)-1%
2015-05-01
Friday
+0.9%+7.0%+5.8%-1.6%+4.7%+13.1%+1.0%36%Mild Up / Low (<15)+14%
2015-02-05
Thursday
+1.5%+3.5%+10.9%+1.9%+13.3%+29.6%+3.5%25%Mild Up / Medium (15-25)+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_ON.json.
Automated, data-driven · educational only · not financial advice.