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Earnings Analysis
Why this page exists: PTC 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 PTC 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 +0.03 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +1.5% | 5 |
| VIX level | Medium (15-25) | -1.3% | 20 |
| Earnings weekday | Wednesday | +0.3% | 46 |
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
46
Avg reaction
+0.3%
Median reaction
+0.8%
Avg |move|
5.5%
Up rate
52%
Avg drift T-20
+1.8%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +1.8% | +2.1% | 8.0 | -19.6% / +17.0% | 65% |
| Drift T-5 → report | 46 | +0.0% | +0.6% | 4.2 | -13.3% / +8.0% | 57% |
| Overnight gap | 46 | +0.7% | -0.8% | 6.5 | -15.7% / +19.0% | 48% |
| Reaction day (close→close) | 46 | +0.3% | +0.8% | 6.9 | -20.4% / +17.2% | 52% |
| Follow-through +5d | 46 | +0.6% | +0.9% | 3.4 | -7.0% / +7.6% | 61% |
| Follow-through +20d | 46 | +1.4% | +1.4% | 6.4 | -8.3% / +23.4% | 57% |
| Max favorable excursion (20d) | 46 | +7.3% | +7.8% | 8.1 | -15.1% / +28.9% | 80% |
| Max adverse excursion (20d) | 46 | -6.0% | -4.2% | 7.3 | -32.3% / +8.4% | 13% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday | 46 | +0.3% | +0.8% | 6.9 | 52% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 7 | +2.0% | +0.9% | 7.1 | 57% |
| Strong Down n<10 | 5 | +1.5% | -1.8% | 9.1 | 40% |
| Mild Down n<10 | 9 | +1.1% | +1.6% | 2.6 | 56% |
| Mild Up | 10 | -0.1% | +2.6% | 6.9 | 60% |
| Strong Up | 15 | -0.9% | -0.7% | 7.5 | 47% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 8 | +5.2% | +4.6% | 7.0 | 62% |
| Low (<15) | 18 | +0.1% | +1.1% | 7.2 | 56% |
| Medium (15-25) | 20 | -1.3% | -1.3% | 5.6 | 45% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 15 | +8.7% | +8.6% | 5.3 | 93% |
| Mild Up | 10 | +3.2% | +3.4% | 5.0 | 70% |
| Sideways n<10 | 7 | +0.1% | +1.6% | 3.5 | 71% |
| Mild Down n<10 | 9 | -3.2% | -0.5% | 5.7 | 33% |
| Strong Down n<10 | 5 | -9.8% | -12.2% | 7.4 | 20% |
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 |
|---|---|---|---|---|
| 2026-05-06 | 8.3% | +8.0% | +12.6% | 0.95x |
| 2026-02-04 | 10.0% | +1.7% | +1.2% | 0.17x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-06 Wednesday | -5.2% | +12.6% | +8.0% | -4.6% | -6.0% | +12.6% | -2.5% | 26% | Strong Up / Medium (15-25) | +28% | |
| 2026-02-04 Wednesday | -13.5% | +1.2% | +1.7% | +1.1% | +6.7% | +11.4% | -2.8% | 32% | Mild Down / Medium (15-25) | +23% | |
| 2025-11-05 Wednesday | -6.6% | -2.7% | -8.4% | +2.4% | +2.6% | -2.6% | -10.8% | 20% | Mild Up / Medium (15-25) | +53% | |
| 2025-07-30 Wednesday | 1 | +17.0% | +4.9% | +6.1% | +0.4% | +0.8% | +8.5% | -0.5% | 65% | Strong Up / Medium (15-25) | +35% |
| 2025-04-30 Wednesday | -0.8% | +3.4% | +0.9% | +3.0% | +7.4% | +12.4% | -2.1% | 51% | Sideways / Medium (15-25) | +28% | |
| 2025-02-05 Wednesday | +2.7% | -3.7% | -9.6% | -2.9% | -6.4% | -2.5% | -18.0% | 14% | Strong Down / Medium (15-25) | +24% | |
| 2024-11-06 Wednesday | +9.1% | -2.1% | -4.0% | +1.8% | +5.7% | +2.4% | -7.2% | 22% | Mild Up / Medium (15-25) | +6% | |
| 2024-07-31 Wednesday | -2.8% | -2.3% | -1.1% | -5.0% | -1.1% | +1.8% | -7.5% | 29% | Mild Down / Medium (15-25) | +2% | |
| 2024-05-01 Wednesday | -5.6% | -4.8% | -2.5% | +4.5% | +1.9% | +6.3% | -6.7% | 17% | Mild Down / Medium (15-25) | +19% | |
| 2024-01-31 Wednesday | +7.1% | -1.6% | -0.7% | +0.5% | +2.0% | +2.7% | -4.4% | 18% | Strong Up / Low (<15) | +15% | |
| 2023-11-01 Wednesday | -0.5% | -1.2% | +5.3% | +2.3% | +7.5% | +13.7% | -2.7% | 23% | Mild Down / Medium (15-25) | +5% | |
| 2023-07-26 Wednesday | +3.2% | +4.0% | +0.8% | -1.1% | -1.7% | +5.5% | -3.6% | 18% | Mild Up / Low (<15) | -1% | |
| 2023-04-26 Wednesday | +1.6% | -0.3% | -1.5% | +1.4% | +5.7% | +7.9% | -3.7% | 16% | Sideways / Medium (15-25) | +1% | |
| 2023-02-01 Wednesday | +15.4% | -1.5% | -4.2% | +1.7% | -5.8% | -0.4% | -11.0% | 25% | Strong Up / Medium (15-25) | -4% | |
| 2022-11-02 Wednesday | +3.1% | -1.4% | +6.4% | +2.2% | +3.5% | +15.0% | -1.4% | 32% | Sideways / High (>25) | +10% | |
| 2022-07-27 Wednesday | +10.3% | +1.4% | +7.2% | -3.2% | -8.0% | +8.1% | -2.5% | 32% | Strong Up / Medium (15-25) | -9% | |
| 2022-04-27 Wednesday | -12.8% | +19.0% | +17.2% | +3.2% | -4.4% | +21.4% | +4.0% | 30% | Strong Down / High (>25) | +23% | |
| 2022-01-26 Wednesday | -7.2% | -5.1% | -3.3% | +6.0% | +0.1% | +6.2% | -8.8% | 28% | Strong Down / High (>25) | -8% | |
| 2021-11-03 Wednesday | +8.6% | +4.7% | -6.9% | -0.6% | -8.3% | +4.7% | -18.8% | 23% | Strong Up / Medium (15-25) | +62% | |
| 2021-07-28 Wednesday | +2.5% | -6.0% | -8.4% | +1.7% | -1.0% | -5.2% | -14.5% | 32% | Sideways / Medium (15-25) | +33% | |
| 2021-04-28 Wednesday | +12.3% | -4.5% | -10.0% | -1.9% | -0.4% | -2.4% | -17.0% | 30% | Strong Up / Medium (15-25) | +54% | |
| 2021-01-27 Wednesday | +1.7% | +10.8% | +14.5% | -0.1% | -2.8% | +22.2% | +8.4% | 38% | Sideways / High (>25) | +48% | |
| 2020-10-28 Wednesday | -0.3% | -3.0% | +4.1% | +7.6% | +23.4% | +28.9% | -3.6% | 34% | Mild Down / High (>25) | +37% | |
| 2020-07-29 Wednesday | +8.0% | +2.9% | +1.8% | +2.7% | +4.9% | +7.8% | -2.3% | 43% | Strong Up / Medium (15-25) | +43% | |
| 2020-04-29 Wednesday | +14.3% | +0.2% | -1.0% | +1.7% | +8.2% | +9.5% | -12.8% | 58% | Strong Up / High (>25) | +35% | |
| 2020-01-22 Wednesday | +7.8% | +7.0% | +6.4% | -1.9% | +3.9% | +11.4% | +3.4% | 17% | Mild Up / Low (<15) | +29% | |
| 2019-10-23 Wednesday | -0.1% | +15.1% | +4.6% | -4.5% | +7.1% | +16.2% | -5.2% | 25% | Mild Up / Low (<15) | +0% | |
| 2019-07-24 Wednesday | +6.4% | -15.7% | -20.4% | -7.0% | -6.8% | -15.1% | -32.3% | 20% | Strong Up / Low (<15) | +4% | |
| 2019-04-24 Wednesday | +9.9% | -9.7% | -10.8% | -3.2% | -4.8% | -8.5% | -18.2% | 22% | Mild Up / Low (<15) | +11% | |
| 2019-01-23 Wednesday | +7.2% | -6.3% | -5.8% | +6.9% | +15.0% | +10.2% | -8.7% | 37% | Strong Up / Medium (15-25) | +40% | |
| 2018-10-24 Wednesday | -19.6% | -6.9% | -1.8% | -0.8% | +2.0% | +6.0% | -8.6% | 47% | Strong Down / High (>25) | +3% | |
| 2018-07-18 Wednesday | +0.7% | -3.0% | -1.5% | +2.3% | -5.1% | +1.4% | -8.2% | 26% | Mild Down / Low (<15) | +12% | |
| 2018-04-18 Wednesday | +4.9% | -1.9% | +1.6% | -3.3% | -0.6% | +6.2% | -3.2% | 26% | Mild Down / Medium (15-25) | +10% | |
| 2018-01-17 Wednesday | +10.3% | +8.8% | +4.9% | +5.0% | +2.1% | +12.3% | -1.8% | 15% | Strong Up / Low (<15) | +2% | |
| 2017-10-25 Wednesday | +7.3% | +6.5% | +7.6% | +1.8% | +0.7% | +11.7% | +4.4% | 10% | Strong Up / Low (<15) | -7% | |
| 2017-07-19 Wednesday | +3.7% | -7.8% | -8.2% | +3.3% | -0.2% | -4.3% | -11.4% | 29% | Mild Up / Low (<15) | +1% | |
| 2017-04-19 Wednesday | +0.0% | +0.8% | -1.3% | +1.7% | -2.5% | +3.0% | -4.0% | 18% | Mild Down / Low (<15) | +6% | |
| 2017-01-18 Wednesday | +0.7% | +4.5% | +6.0% | +5.6% | +8.9% | +16.2% | +3.7% | 20% | Sideways / Low (<15) | -1% | |
| 2016-10-26 Wednesday | -2.2% | +5.6% | +4.7% | -3.5% | +7.8% | +13.1% | -1.0% | 22% | Mild Up / Low (<15) | -27% | |
| 2016-07-20 Wednesday | +1.1% | +1.2% | +1.5% | +0.3% | +3.2% | +8.7% | -0.9% | 38% | Strong Up / Low (<15) | -16% | |
| 2016-04-20 Wednesday | +5.5% | +9.3% | +9.8% | -1.6% | -6.4% | +12.5% | +1.7% | 22% | Mild Up / Low (<15) | -38% | |
| 2016-01-20 Wednesday | -12.2% | +5.8% | +5.2% | -5.1% | -5.4% | +11.1% | -8.6% | 31% | Strong Down / High (>25) | +15% | |
| 2015-10-28 Wednesday | +9.6% | -1.5% | -2.1% | +7.3% | +7.3% | +6.6% | -4.9% | 26% | Strong Up / Low (<15) | +7% | |
| 2015-07-29 Wednesday | -7.8% | -1.2% | -4.2% | +0.8% | -6.5% | -0.8% | -13.8% | 22% | Sideways / Low (<15) | +3% | |
| 2015-04-29 Wednesday | +1.4% | +2.3% | +4.5% | -0.7% | +9.0% | +14.4% | -0.8% | 14% | Mild Up / Low (<15) | +15% | |
| 2015-01-28 Wednesday | -11.8% | -4.0% | +3.3% | +0.8% | +1.9% | +7.3% | -5.3% | 24% | Mild Down / Medium (15-25) | +3% |
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_PTC.json.
Automated, data-driven · educational only · not financial advice.