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Earnings Analysis
Why this page exists: PSN 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 PSN 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 -0.44 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -1.6% | 1 |
| SPY regime | Strong Down expl. | -1.9% | 1 |
| VIX level | Medium (15-25) | -0.5% | 21 |
| Earnings weekday | Wednesday | -0.0% | 25 |
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
29
Avg reaction
-0.0%
Median reaction
-0.4%
Avg |move|
2.3%
Up rate
41%
Avg drift T-20
-0.1%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 29 | -0.1% | +1.0% | 11.5 | -32.5% / +16.3% | 59% |
| Drift T-5 → report | 29 | -0.2% | +1.2% | 8.4 | -18.2% / +17.4% | 55% |
| Overnight gap | 29 | +0.1% | +0.1% | 1.3 | -2.5% / +3.1% | 55% |
| Reaction day (close→close) | 29 | -0.0% | -0.4% | 3.0 | -5.1% / +8.1% | 41% |
| Follow-through +5d | 29 | +1.9% | +2.4% | 3.9 | -8.4% / +7.6% | 72% |
| Follow-through +20d | 29 | +3.0% | +3.0% | 7.0 | -11.4% / +16.7% | 69% |
| Max favorable excursion (20d) | 29 | +8.2% | +5.6% | 6.4 | -0.1% / +27.1% | 97% |
| Max adverse excursion (20d) | 29 | -5.8% | -4.7% | 5.6 | -25.0% / +1.1% | 7% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday n<10 | 4 | -0.0% | -0.4% | 4.1 | 50% |
| Wednesday | 25 | -0.0% | -0.4% | 2.9 | 40% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 9 | +0.7% | +0.2% | 1.8 | 56% |
| Sideways | 11 | +0.5% | +0.2% | 4.2 | 55% |
| Mild Up n<10 | 4 | -0.5% | -0.9% | 0.9 | 25% |
| Strong Down n<10 | 1 | -1.6% | -1.6% | 0.0 | 0% |
| Mild Down n<10 | 4 | -2.2% | -1.8% | 2.0 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) n<10 | 2 | +1.9% | +1.9% | 0.8 | 100% |
| High (>25) n<10 | 6 | +0.9% | -0.7% | 4.0 | 50% |
| Medium (15-25) | 21 | -0.5% | -0.5% | 2.7 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 4 | +4.5% | +4.5% | 10.6 | 50% |
| Mild Down n<10 | 4 | +4.2% | +4.2% | 9.0 | 50% |
| Strong Up n<10 | 9 | +3.2% | +3.1% | 4.9 | 89% |
| Strong Down n<10 | 1 | -2.7% | -2.7% | 0.0 | 0% |
| Sideways | 11 | -5.9% | -2.2% | 14.2 | 45% |
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 |
|---|---|---|---|---|
| 2026-04-29 | 9.8% | +0.2% | +0.3% | 0.02x |
| 2026-02-11 | 11.1% | +4.0% | +0.0% | 0.36x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-29 Wednesday | -7.1% | +0.3% | +0.2% | +2.5% | +16.7% | +20.7% | -4.1% | 30% | Strong Up / Medium (15-25) | +16% | |
| 2026-02-11 Wednesday | 1 | -12.9% | +0.0% | +4.0% | +5.2% | -9.3% | +12.7% | -5.7% | 59% | Sideways / Medium (15-25) | -5% |
| 2025-11-05 Wednesday | -7.2% | -1.2% | -1.0% | +5.3% | +2.9% | +6.1% | -3.9% | 30% | Mild Up / Medium (15-25) | +15% | |
| 2025-08-06 Wednesday | +0.3% | +3.1% | +1.2% | +6.5% | -3.9% | +8.3% | -2.7% | 22% | Strong Up / Medium (15-25) | +6% | |
| 2025-04-30 Wednesday | +12.3% | -1.5% | -4.4% | -1.6% | +3.2% | +4.9% | -10.1% | 41% | Sideways / Medium (15-25) | +5% | |
| 2025-02-19 Wednesday | 2 | -32.5% | -0.8% | -4.8% | -4.6% | -1.8% | -0.1% | -16.2% | 56% | Sideways / Medium (15-25) | -15% |
| 2024-10-30 Wednesday | +4.3% | 0.0% | -1.7% | +2.3% | -11.4% | +4.2% | -15.2% | 22% | Strong Up / Medium (15-25) | +21% | |
| 2024-07-31 Wednesday | 1 | +14.2% | -0.8% | -3.1% | -0.0% | +6.5% | +4.9% | -6.6% | 64% | Mild Down / Medium (15-25) | +21% |
| 2024-05-01 Wednesday | -5.8% | +1.2% | -0.4% | +0.4% | -0.8% | +2.9% | -2.5% | 19% | Mild Down / Medium (15-25) | +14% | |
| 2024-02-14 Wednesday | +11.1% | +1.1% | +2.7% | +6.8% | +9.4% | +16.3% | +1.1% | 28% | Strong Up / Low (<15) | +10% | |
| 2023-11-01 Wednesday | +12.1% | +0.3% | -0.1% | +0.7% | +2.1% | +4.5% | -1.1% | 31% | Mild Down / Medium (15-25) | +12% | |
| 2023-08-02 Wednesday | +13.8% | 0.0% | -0.8% | +1.2% | +5.3% | +5.2% | -1.9% | 37% | Mild Up / Medium (15-25) | +25% | |
| 2023-05-03 Wednesday | +0.2% | -0.6% | -2.4% | +1.9% | +1.7% | +0.9% | -5.4% | 26% | Sideways / Medium (15-25) | +1% | |
| 2023-02-15 Wednesday | +1.0% | -1.0% | +1.2% | +5.3% | -5.0% | +7.6% | -6.2% | 24% | Strong Up / Medium (15-25) | -6% | |
| 2022-11-02 Wednesday | +14.2% | +0.2% | +0.2% | +2.9% | +3.3% | +5.4% | -1.2% | 26% | Sideways / High (>25) | -5% | |
| 2022-08-03 Wednesday | +2.6% | +0.8% | -0.5% | +2.4% | -0.3% | +5.1% | -1.9% | 19% | Strong Up / Medium (15-25) | -0% | |
| 2022-05-04 Wednesday | -2.7% | -1.3% | -1.6% | -5.4% | +7.2% | +5.6% | -10.1% | 33% | Strong Down / High (>25) | +7% | |
| 2022-02-23 Wednesday | -2.2% | -2.5% | +8.1% | +4.7% | +16.1% | +27.1% | -2.8% | 36% | Sideways / High (>25) | +3% | |
| 2021-11-03 Wednesday | +5.4% | +0.9% | -0.4% | +2.6% | -6.9% | +3.7% | -9.1% | 27% | Strong Up / Medium (15-25) | -9% | |
| 2021-08-04 Wednesday | 1 | -20.6% | -0.6% | +3.4% | +7.6% | +7.0% | +14.3% | -0.6% | 57% | Sideways / Medium (15-25) | -37% |
| 2021-05-05 Wednesday | +2.2% | +0.4% | +1.1% | -3.1% | -6.9% | +3.8% | -7.2% | 24% | Sideways / Medium (15-25) | +16% | |
| 2021-02-24 Wednesday | -4.9% | -2.0% | -1.4% | -2.0% | +5.6% | +6.8% | -5.3% | 38% | Mild Up / Medium (15-25) | -10% | |
| 2020-11-04 Wednesday | -5.7% | +0.7% | -3.4% | +6.9% | +15.2% | +11.7% | -4.7% | 34% | Sideways / High (>25) | +6% | |
| 2020-08-05 Wednesday | +3.1% | +0.8% | -1.0% | +3.2% | +1.5% | +4.0% | -9.1% | 27% | Strong Up / Medium (15-25) | +11% | |
| 2020-05-06 Wednesday | +8.2% | +2.6% | +4.4% | +3.8% | +11.4% | +18.9% | -1.5% | 50% | Strong Up / High (>25) | -28% | |
| 2020-03-10 Tuesday | 1 | -23.6% | +2.0% | -1.9% | -8.4% | +3.0% | +7.5% | -25.0% | 49% | Sideways / High (>25) | +5% |
| 2019-11-12 Tuesday | +16.3% | +0.1% | +1.1% | +2.4% | +7.3% | +8.5% | -0.1% | 20% | Mild Up / Low (<15) | +27% | |
| 2019-08-13 Tuesday | -3.8% | -0.7% | -5.1% | -1.0% | +2.6% | +0.2% | -8.9% | 27% | Mild Down / Medium (15-25) | -31% | |
| 2019-06-18 Tuesday | +3.5% | +1.7% | +5.9% | +5.3% | +6.5% | +16.5% | +0.8% | 26% | Sideways / Medium (15-25) | +185% |
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_PSN.json.
Automated, data-driven · educational only · not financial advice.