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Earnings Analysis
Why this page exists: PLTR 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 PLTR 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 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +10.7% | 3 |
| SPY regime | Strong Down expl. | -2.3% | 1 |
| VIX level | Medium (15-25) | +3.5% | 17 |
| Earnings weekday | Monday | +6.0% | 16 |
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
23
Avg reaction
+3.7%
Median reaction
+0.0%
Avg |move|
10.5%
Up rate
52%
Avg drift T-20
+4.9%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 23 | +4.9% | +6.5% | 21.6 | -41.3% / +67.2% | 65% |
| Drift T-5 → report | 23 | -2.8% | -6.2% | 12.8 | -30.5% / +22.7% | 39% |
| Overnight gap | 23 | +3.7% | +0.5% | 9.6 | -12.8% / +22.8% | 61% |
| Reaction day (close→close) | 23 | +3.7% | +0.0% | 12.8 | -15.1% / +30.8% | 52% |
| Follow-through +5d | 23 | +4.6% | +4.1% | 8.2 | -9.5% / +20.1% | 65% |
| Follow-through +20d | 23 | +8.9% | +5.5% | 23.8 | -21.3% / +72.2% | 57% |
| Max favorable excursion (20d) | 23 | +27.6% | +18.3% | 33.9 | -10.0% / +129.8% | 83% |
| Max adverse excursion (20d) | 23 | -9.5% | -11.8% | 13.1 | -28.8% / +18.2% | 17% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday | 16 | +6.0% | +4.8% | 14.3 | 56% |
| Thursday n<10 | 4 | +1.8% | +2.6% | 5.6 | 75% |
| Tuesday n<10 | 3 | -5.5% | -6.5% | 1.9 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 3 | +10.7% | +10.4% | 10.7 | 67% |
| Mild Up n<10 | 5 | +5.3% | +0.0% | 15.6 | 60% |
| Strong Up | 10 | +2.0% | -4.3% | 13.3 | 40% |
| Sideways n<10 | 3 | +1.9% | +5.1% | 5.9 | 67% |
| Mild Down n<10 | 2 | +0.9% | +0.9% | 7.5 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) n<10 | 2 | +7.8% | +7.8% | 22.9 | 50% |
| Medium (15-25) | 17 | +3.5% | +0.0% | 12.1 | 53% |
| High (>25) n<10 | 4 | +2.5% | +3.0% | 7.0 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 2 | +13.3% | +13.3% | 33.8 | 50% |
| Strong Up | 10 | +11.2% | +6.6% | 20.3 | 80% |
| Mild Up n<10 | 5 | +6.9% | +9.6% | 8.0 | 80% |
| Sideways n<10 | 3 | -5.9% | -12.0% | 14.2 | 33% |
| Strong Down n<10 | 3 | -14.3% | -13.0% | 21.5 | 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 |
|---|---|---|---|---|
| 2026-05-04 | 10.0% | -6.9% | -3.9% | 0.69x |
| 2026-02-02 | 11.4% | +6.8% | +11.7% | 0.60x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-04 Monday | -1.3% | -3.9% | -6.9% | +0.7% | +12.0% | +12.1% | -11.8% | 56% | Strong Up / Medium (15-25) | +18% | |
| 2026-02-02 Monday | -12.0% | +11.7% | +6.8% | -9.5% | -6.8% | +11.7% | -14.6% | 36% | Sideways / Medium (15-25) | +9% | |
| 2025-11-03 Monday | +15.4% | -7.3% | -7.9% | +1.5% | -10.5% | -5.5% | -28.8% | 37% | Strong Up / Medium (15-25) | +25% | |
| 2025-08-04 Monday | +15.5% | +6.9% | +7.8% | +5.4% | -9.3% | +18.3% | -11.4% | 31% | Strong Up / Medium (15-25) | +16% | |
| 2025-05-05 Monday | 2 | +67.2% | -8.9% | -12.1% | +8.8% | +22.3% | +9.3% | -14.9% | 79% | Strong Up / Medium (15-25) | +1% |
| 2025-02-03 Monday | +11.4% | +22.8% | +24.0% | +12.3% | -18.7% | +49.8% | -6.2% | 59% | Strong Down / Medium (15-25) | +24% | |
| 2024-11-04 Monday | +6.5% | +15.6% | +23.5% | +17.8% | +38.8% | +72.3% | +13.2% | 38% | Mild Up / Medium (15-25) | +10% | |
| 2024-08-05 Monday | -13.0% | +12.3% | +10.4% | +10.5% | +14.7% | +37.5% | +6.1% | 43% | Strong Down / High (>25) | +11% | |
| 2024-05-06 Monday | +9.6% | -12.8% | -15.1% | -2.1% | +3.3% | -10.0% | -18.7% | 44% | Mild Up / Low (<15) | +4% | |
| 2024-02-05 Monday | +4.6% | +21.4% | +30.8% | +14.5% | +8.9% | +53.6% | +18.2% | 41% | Strong Up / Low (<15) | +5% | |
| 2023-11-02 Thursday | 1 | +13.7% | +0.3% | +5.1% | -3.3% | +7.3% | +21.6% | -1.2% | 82% | Sideways / Medium (15-25) | +25% |
| 2023-08-07 Monday | 2 | +10.4% | -2.8% | -5.3% | -7.8% | -10.7% | -2.8% | -24.0% | 67% | Mild Up / Medium (15-25) | -1% |
| 2023-05-08 Monday | -7.8% | +19.1% | +23.4% | -0.3% | +61.9% | +102.8% | +11.8% | 37% | Mild Up / Medium (15-25) | +25% | |
| 2023-02-13 Monday | +9.3% | +12.9% | +21.2% | -8.1% | -14.4% | +35.5% | -5.5% | 66% | Strong Up / Medium (15-25) | +49% | |
| 2022-11-07 Monday | 1 | -12.9% | +0.8% | +2.7% | +12.3% | -3.0% | +20.7% | -2.0% | 62% | Strong Up / Medium (15-25) | -39% |
| 2022-08-08 Monday | 1 | +2.7% | -2.9% | -5.8% | +7.1% | -21.3% | +2.9% | -27.0% | 77% | Strong Up / Medium (15-25) | -132% |
| 2022-05-09 Monday | 1 | -41.3% | +1.3% | -2.3% | +10.3% | +25.2% | +25.9% | -13.7% | 101% | Strong Down / High (>25) | -45% |
| 2022-02-17 Thursday | 1 | -19.5% | +1.3% | -6.4% | +4.1% | +16.3% | +10.6% | -17.2% | 89% | Sideways / High (>25) | -44% |
| 2021-11-09 Tuesday | +2.4% | -2.7% | -7.1% | +2.7% | -12.0% | -2.5% | -25.5% | 46% | Strong Up / Medium (15-25) | +10% | |
| 2021-08-12 Thursday | 1 | +15.9% | +0.4% | +0.0% | -3.0% | +5.5% | +8.0% | -4.9% | 50% | Mild Up / Medium (15-25) | +16% |
| 2021-05-11 Tuesday | -20.5% | -1.0% | -6.5% | +12.4% | +27.9% | +24.8% | -11.8% | 57% | Mild Down / Medium (15-25) | +8% | |
| 2021-02-16 Tuesday | 4 | +8.6% | +0.5% | -2.7% | -1.2% | -5.4% | +8.4% | -27.5% | 129% | Strong Up / Medium (15-25) | +128% |
| 2020-11-12 Thursday | 4 | +47.1% | -0.6% | +8.4% | +20.1% | +72.2% | +129.8% | -0.6% | 100% | Mild Down / High (>25) | +145% |
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_PLTR.json.
Automated, data-driven · educational only · not financial advice.