Tour 396
Requests
New Request
View All
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)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeStrong Down expl.-10.6%2
VIX levelMedium (15-25)+0.5%16
Earnings weekdayWednesday 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)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report20-0.8%-2.2%12.3-33.4% / +26.1%40%
Drift T-5 → report20-0.1%-0.6%5.2-7.4% / +15.3%40%
Overnight gap20-0.2%-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 +5d20-1.0%-1.5%6.3-17.8% / +9.4%40%
Follow-through +20d20+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

BucketNMeanMedianStdWin%
Wednesday n<109+1.1%+4.8%8.467%
Thursday n<109+0.3%+1.8%9.467%
Tuesday n<102-4.0%-4.0%0.90%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Sideways n<106+5.9%+6.1%6.583%
Mild Up n<103+1.7%+1.7%7.267%
Strong Up n<107-0.1%+1.8%6.757%
Mild Down n<102-7.3%-7.3%8.850%
Strong Down n<102-10.6%-10.6%5.00%

Reaction by VIX level

BucketNMeanMedianStdWin%
Low (<15) n<101+1.8%+1.8%0.0100%
Medium (15-25)16+0.5%+1.9%9.362%
High (>25) n<103-1.7%-5.0%5.133%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up n<107+9.2%+5.7%9.286%
Mild Up n<103+4.1%+3.5%6.867%
Strong Down n<102-4.9%-4.9%2.50%
Sideways n<106-10.4%-8.2%10.90%
Mild Down n<102-10.5%-10.5%2.10%
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-05-0510.1%-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
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
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.