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Why this page exists: PAY 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, August 03, 2026
Next confirmed PAY 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 +0.49 (Bullish)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeStrong Down expl.+7.9%3
VIX levelMedium (15-25)+4.6%13
Earnings weekdayMonday+10.6%11
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
20
Avg reaction
+7.1%
Median reaction
+9.2%
Avg |move|
15.8%
Up rate
70%
Avg drift T-20
+1.2%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report20+1.2%-1.3%16.6-23.1% / +41.4%50%
Drift T-5 → report20+1.0%+2.5%9.0-15.3% / +27.4%60%
Overnight gap20+5.8%+6.2%11.3-17.4% / +20.8%80%
Reaction day (close→close)20+7.1%+9.2%17.1-28.4% / +32.0%70%
Follow-through +5d20-1.5%-0.2%6.7-18.1% / +8.9%50%
Follow-through +20d20-2.2%-2.2%11.8-20.9% / +14.4%45%
Max favorable excursion (20d)20+20.8%+21.3%19.6-17.4% / +54.2%85%
Max adverse excursion (20d)20-7.8%-4.1%17.0-42.0% / +19.2%40%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Thursday n<102+11.7%+11.7%2.2100%
Tuesday n<103+11.5%+8.9%11.867%
Monday11+10.6%+12.0%13.682%
Wednesday n<104-8.1%-18.0%23.625%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Strong Up10+10.2%+10.8%17.380%
Strong Down n<103+7.9%+13.9%16.667%
Mild Up n<104+2.3%-0.4%20.950%
Sideways n<103+2.2%+1.1%3.567%

Reaction by VIX level

BucketNMeanMedianStdWin%
High (>25) n<103+13.9%+24.6%20.567%
Low (<15) n<104+10.2%+13.6%15.475%
Medium (15-25)13+4.6%+8.9%16.169%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up10+7.7%+7.5%18.060%
Mild Up n<104+5.0%+6.0%8.675%
Sideways n<103-11.4%-13.6%6.00%
Strong Down n<103-13.1%-16.9%10.133%
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-05-0413.6%-7.8%+13.7%0.58x
2026-02-2319.9%+1.1%-9.8%0.06x
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
+12.9%+13.7%-7.8%+1.1%-15.3%+13.7%-23.8%42%Strong Up / Medium (15-25)+20%
2026-02-23
Monday
-17.5%-9.8%+1.1%+0.3%+1.4%+9.4%-9.8%58%Sideways / Medium (15-25)+23%
2025-11-03
Monday
-13.3%+17.7%+26.2%+4.7%-3.9%+33.7%+11.8%38%Strong Up / Medium (15-25)+15%
2025-08-04
Monday
-5.1%+5.7%+12.0%+4.0%+14.4%+34.3%+1.3%34%Strong Up / Medium (15-25)+9%
2025-05-05
Monday
1+41.4%+1.1%+2.8%+8.9%+10.4%+18.5%-2.0%55%Strong Up / Medium (15-25)+10%
2025-03-10
Monday
1-23.1%+1.9%+24.6%-7.8%-20.9%+28.3%-8.2%59%Strong Down / High (>25)+9%
2024-11-12
Tuesday
+13.1%+20.7%+27.0%+5.8%-0.5%+46.3%+7.2%56%Strong Up / Low (<15)+64%
2024-08-08
Thursday
+0.7%+14.4%+13.9%+4.3%-9.4%+21.8%+3.0%45%Strong Down / Medium (15-25)+40%
2024-05-06
Monday
+4.4%-5.9%-13.5%-3.5%-4.8%-4.4%-19.2%40%Mild Up / Low (<15)+21%
2024-03-04
Monday
+2.0%+19.0%+20.2%+6.0%+11.3%+54.2%+10.9%35%Strong Up / Low (<15)+39%
2023-11-06
Monday
-3.2%+6.8%+7.0%-0.7%+13.9%+24.4%+1.8%37%Sideways / Low (<15)+66%
2023-08-07
Monday
+7.5%+20.8%+31.2%-3.1%+12.5%+48.4%+19.2%35%Mild Up / Medium (15-25)+361%
2023-05-08
Monday
-7.9%+7.1%+12.7%+1.7%+8.7%+31.7%+7.1%31%Mild Up / Medium (15-25)+315%
2023-02-23
Thursday
-5.5%+20.4%+9.6%+0.6%-9.5%+20.8%-12.3%50%Strong Up / Medium (15-25)+232%
2022-11-09
Wednesday
-17.3%+9.9%+32.0%-7.2%-19.5%+45.6%-0.3%56%Strong Up / High (>25)+1824%
2022-08-03
Wednesday
1+28.8%-17.4%-28.4%-14.0%-8.2%-17.4%-42.0%61%Strong Up / Medium (15-25)-145%
2022-05-04
Wednesday
-16.9%+2.9%-14.8%-18.1%+7.7%+2.9%-32.8%44%Strong Down / High (>25)+239%
2022-02-16
Wednesday
1+15.9%-15.0%-21.2%-2.6%-17.6%-11.4%-42.0%71%Mild Up / Medium (15-25)+262%
2021-11-09
Tuesday
+20.4%+2.0%+8.9%-1.7%+1.7%+12.9%-6.3%45%Strong Up / Medium (15-25)-10%
2021-08-10
Tuesday
-13.6%+0.1%-1.5%-8.9%-17.4%+2.9%-19.1%37%Sideways / Medium (15-25)+54%
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_PAY.json.
Automated, data-driven · educational only · not financial advice.