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Earnings Analysis
Why this page exists: PCOR 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
Wednesday, July 29, 2026
Next confirmed PCOR 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 -0.43 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -10.6% | 2 |
| VIX level | Medium (15-25) | +0.5% | 16 |
| Earnings weekday | Wednesday expl. | +1.1% | 9 |
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
+0.2%
Median reaction
+1.7%
Avg |move|
7.1%
Up rate
60%
Avg drift T-20
-0.8%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 20 | -0.8% | -2.2% | 12.3 | -33.4% / +26.1% | 40% |
| Drift T-5 → report | 20 | -0.1% | -0.6% | 5.2 | -7.4% / +15.3% | 40% |
| Overnight gap | 20 | -0.2% | -0.4% | 7.5 | -18.5% / +10.6% | 45% |
| Reaction day (close→close) | 20 | +0.2% | +1.7% | 8.6 | -16.1% / +16.5% | 60% |
| Follow-through +5d | 20 | -1.0% | -1.5% | 6.3 | -17.8% / +9.4% | 40% |
| Follow-through +20d | 20 | +0.4% | -0.8% | 10.7 | -22.1% / +24.1% | 45% |
| Max favorable excursion (20d) | 20 | +9.3% | +7.8% | 9.5 | -6.2% / +30.1% | 85% |
| Max adverse excursion (20d) | 20 | -12.1% | -13.4% | 8.8 | -26.4% / +1.0% | 10% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday n<10 | 9 | +1.1% | +4.8% | 8.4 | 67% |
| Thursday n<10 | 9 | +0.3% | +1.8% | 9.4 | 67% |
| Tuesday n<10 | 2 | -4.0% | -4.0% | 0.9 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 6 | +5.9% | +6.1% | 6.5 | 83% |
| Mild Up n<10 | 3 | +1.7% | +1.7% | 7.2 | 67% |
| Strong Up n<10 | 7 | -0.1% | +1.8% | 6.7 | 57% |
| Mild Down n<10 | 2 | -7.3% | -7.3% | 8.8 | 50% |
| Strong Down n<10 | 2 | -10.6% | -10.6% | 5.0 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) n<10 | 1 | +1.8% | +1.8% | 0.0 | 100% |
| Medium (15-25) | 16 | +0.5% | +1.9% | 9.3 | 62% |
| High (>25) n<10 | 3 | -1.7% | -5.0% | 5.1 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 7 | +9.2% | +5.7% | 9.2 | 86% |
| Mild Up n<10 | 3 | +4.1% | +3.5% | 6.8 | 67% |
| Strong Down n<10 | 2 | -4.9% | -4.9% | 2.5 | 0% |
| Sideways n<10 | 6 | -10.4% | -8.2% | 10.9 | 0% |
| Mild Down n<10 | 2 | -10.5% | -10.5% | 2.1 | 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 |
|---|---|---|---|---|
| 2026-05-05 | 10.1% | -3.2% | -1.2% | 0.31x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-05 Tuesday | 1 | -2.2% | -1.2% | -3.2% | -9.2% | -4.4% | +1.0% | -17.7% | 77% | Strong Up / Medium (15-25) | -6% |
| 2026-02-12 Thursday | -33.4% | +9.5% | +9.3% | 0.0% | +9.2% | +24.6% | +0.6% | 61% | Sideways / Medium (15-25) | +4% | |
| 2025-11-05 Wednesday | -3.9% | +7.7% | +10.6% | -1.3% | -2.9% | +15.1% | -3.8% | 43% | Mild Up / Medium (15-25) | +30% | |
| 2025-07-31 Thursday | +1.8% | -7.6% | -13.4% | +3.7% | +12.6% | -2.2% | -15.5% | 28% | Strong Up / Medium (15-25) | +33% | |
| 2025-05-01 Thursday | 2 | -8.3% | +2.4% | +2.6% | +2.4% | +3.6% | +15.9% | -0.4% | 75% | Sideways / Medium (15-25) | +24% |
| 2025-02-13 Thursday | -2.2% | +7.9% | +16.5% | -6.0% | -22.1% | +18.4% | -16.4% | 22% | Sideways / Medium (15-25) | -91% | |
| 2024-10-30 Wednesday | +5.7% | -2.6% | +4.8% | +8.7% | +24.1% | +30.1% | -3.1% | 24% | Strong Up / Medium (15-25) | +9% | |
| 2024-08-01 Thursday | -2.3% | -18.5% | -15.5% | -4.4% | +4.0% | -6.2% | -26.4% | 46% | Strong Down / Medium (15-25) | +57% | |
| 2024-05-01 Wednesday | -12.6% | -1.1% | +1.4% | -1.7% | -3.0% | +6.2% | -2.1% | 26% | Mild Down / Medium (15-25) | +91% | |
| 2024-02-15 Thursday | +9.6% | -0.8% | +1.8% | -2.8% | +3.5% | +7.8% | -7.0% | 27% | Strong Up / Low (<15) | +136% | |
| 2023-11-01 Wednesday | -8.4% | -17.4% | -16.1% | +5.3% | +17.1% | +0.5% | -20.0% | 37% | Mild Down / Medium (15-25) | +265% | |
| 2023-08-02 Wednesday | +12.7% | -2.7% | -7.2% | -1.7% | -0.1% | -1.0% | -15.9% | 39% | Mild Up / Medium (15-25) | +121% | |
| 2023-05-03 Wednesday | -8.0% | +10.6% | +6.7% | +1.8% | +9.0% | +17.0% | +1.0% | 36% | Sideways / Medium (15-25) | +108% | |
| 2023-02-16 Thursday | +26.1% | +4.1% | +2.1% | +3.5% | -6.9% | +8.1% | -11.4% | 46% | Strong Up / Medium (15-25) | +43% | |
| 2022-11-02 Wednesday | -10.4% | -0.4% | +5.5% | -5.5% | -3.4% | +19.5% | -10.6% | 54% | Sideways / High (>25) | +48% | |
| 2022-08-03 Wednesday | +18.5% | +6.5% | +9.5% | +5.5% | -12.0% | +16.5% | -7.2% | 58% | Strong Up / Medium (15-25) | -9% | |
| 2022-05-04 Wednesday | -7.4% | -0.4% | -5.6% | -17.8% | -5.4% | +2.4% | -26.3% | 54% | Strong Down / High (>25) | +15% | |
| 2022-02-22 Tuesday | -0.2% | -1.4% | -5.0% | +9.4% | +3.2% | +7.8% | -22.9% | 63% | Sideways / High (>25) | +0% | |
| 2021-11-04 Thursday | +5.1% | +0.8% | -2.7% | -5.9% | -16.3% | +2.2% | -21.3% | 44% | Strong Up / Medium (15-25) | +34% | |
| 2021-08-05 Thursday | +3.5% | +0.7% | +1.7% | -3.8% | -1.5% | +3.4% | -15.7% | 28% | Mild Up / Medium (15-25) | +67% |
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_PCOR.json.
Automated, data-driven · educational only · not financial advice.