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Earnings Analysis
Why this page exists: RBBN 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
Tuesday, July 28, 2026
Next confirmed RBBN 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 +0.29 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +9.4% | 3 |
| VIX level | Medium (15-25) | -2.7% | 25 |
| Earnings weekday | Tuesday expl. | +0.6% | 5 |
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
-1.6%
Median reaction
-1.0%
Avg |move|
8.4%
Up rate
41%
Avg drift T-20
+4.2%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +4.2% | +3.9% | 16.4 | -31.1% / +58.3% | 57% |
| Drift T-5 → report | 46 | +1.8% | +1.2% | 9.5 | -16.2% / +29.5% | 63% |
| Overnight gap | 46 | -1.4% | -0.5% | 8.2 | -22.8% / +22.5% | 43% |
| Reaction day (close→close) | 46 | -1.6% | -1.0% | 10.9 | -27.9% / +21.8% | 41% |
| Follow-through +5d | 46 | -0.8% | -0.9% | 5.7 | -13.7% / +14.7% | 33% |
| Follow-through +20d | 46 | -2.1% | -0.7% | 15.2 | -37.1% / +51.5% | 48% |
| Max favorable excursion (20d) | 46 | +10.1% | +9.8% | 15.6 | -14.4% / +73.8% | 72% |
| Max adverse excursion (20d) | 46 | -14.0% | -12.6% | 12.2 | -55.5% / +5.7% | 9% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Friday n<10 | 1 | +3.1% | +3.1% | 0.0 | 100% |
| Tuesday n<10 | 5 | +0.6% | +2.5% | 11.9 | 60% |
| Wednesday | 34 | -1.4% | -1.0% | 10.5 | 38% |
| Thursday n<10 | 6 | -5.3% | -3.0% | 12.2 | 33% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 3 | +9.4% | +8.2% | 8.5 | 67% |
| Sideways | 13 | +1.1% | +1.1% | 9.7 | 62% |
| Strong Up | 18 | -2.0% | -3.1% | 10.1 | 33% |
| Mild Up n<10 | 7 | -6.3% | -4.9% | 8.2 | 29% |
| Mild Down n<10 | 5 | -7.1% | -1.8% | 13.9 | 20% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 4 | +8.3% | +9.9% | 6.3 | 75% |
| Low (<15) | 17 | -2.3% | -1.2% | 8.4 | 41% |
| Medium (15-25) | 25 | -2.7% | -1.8% | 12.2 | 36% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 18 | +10.5% | +8.1% | 15.2 | 72% |
| Mild Down n<10 | 5 | +5.7% | -2.0% | 16.1 | 40% |
| Mild Up n<10 | 7 | +2.5% | +1.3% | 18.2 | 57% |
| Sideways | 13 | -2.1% | -0.7% | 14.7 | 46% |
| Strong Down n<10 | 3 | -5.3% | -6.7% | 8.9 | 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 |
|---|---|---|---|---|
| 2026-04-28 | 26.2% | -8.5% | -3.9% | 0.32x |
| 2026-02-05 | 123.2% | -27.9% | -22.8% | 0.23x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-28 Tuesday | 1 | +25.0% | -3.9% | -8.5% | +14.7% | +30.7% | +21.1% | -11.9% | 68% | Strong Up / Medium (15-25) | +19% |
| 2026-02-05 Thursday | -4.2% | -22.8% | -27.9% | -0.5% | +9.7% | -9.6% | -33.8% | 42% | Mild Down / Medium (15-25) | +445% | |
| 2025-10-22 Wednesday | +3.4% | -14.8% | -13.8% | 0.0% | -17.4% | -10.2% | -30.5% | 32% | Sideways / Medium (15-25) | -31% | |
| 2025-07-23 Wednesday | +5.2% | -0.7% | -8.5% | -2.3% | -4.6% | -0.5% | -16.0% | 33% | Strong Up / Medium (15-25) | -6% | |
| 2025-04-29 Tuesday | 1 | -4.3% | -15.5% | -14.4% | -3.1% | +8.7% | -1.1% | -19.7% | 65% | Sideways / Medium (15-25) | -- |
| 2025-02-12 Wednesday | +8.5% | +8.3% | +15.5% | -1.0% | -22.8% | +24.2% | -15.5% | 44% | Sideways / Medium (15-25) | +33% | |
| 2024-10-23 Wednesday | +8.5% | +1.5% | +8.2% | -0.3% | +4.0% | +25.7% | +1.5% | 44% | Strong Up / Medium (15-25) | -14% | |
| 2024-07-24 Wednesday | 1 | +28.4% | -8.2% | -17.2% | +5.3% | +2.5% | -8.2% | -29.3% | 55% | Mild Down / Medium (15-25) | +4% |
| 2024-04-24 Wednesday | 1 | +6.2% | +0.6% | -0.3% | -1.5% | +0.3% | +10.2% | -6.5% | 91% | Strong Down / Medium (15-25) | -- |
| 2024-02-14 Wednesday | +12.7% | +0.6% | +7.2% | -8.2% | -17.5% | +14.1% | -12.5% | 38% | Strong Up / Low (<15) | -4% | |
| 2023-10-25 Wednesday | 1 | -28.8% | -0.5% | +2.6% | -4.6% | +6.2% | +13.2% | -6.3% | 67% | Sideways / Medium (15-25) | -39% |
| 2023-07-26 Wednesday | 1 | +35.4% | -4.4% | -4.9% | -3.4% | -12.2% | -4.1% | -20.1% | 62% | Mild Up / Low (<15) | -25% |
| 2023-04-26 Wednesday | -31.1% | +3.9% | +11.7% | +1.6% | +6.2% | +30.4% | 0.0% | 42% | Sideways / Medium (15-25) | +41% | |
| 2023-02-15 Wednesday | +22.2% | +9.5% | +21.8% | -8.0% | -22.7% | +27.4% | -12.4% | 52% | Strong Up / Medium (15-25) | +1900% | |
| 2022-10-26 Wednesday | 1 | +14.5% | -9.2% | -1.8% | -10.4% | -7.2% | +0.7% | -14.1% | 69% | Sideways / High (>25) | -65% |
| 2022-07-27 Wednesday | +21.0% | -1.4% | -9.1% | +0.9% | +5.5% | +3.6% | -12.7% | 55% | Strong Up / Medium (15-25) | +64% | |
| 2022-04-27 Wednesday | -6.7% | +5.2% | +8.2% | +10.3% | -18.8% | +19.7% | -15.4% | 29% | Strong Down / High (>25) | -4% | |
| 2022-02-16 Wednesday | 1 | -14.4% | -14.8% | -22.7% | -8.9% | -3.4% | -13.5% | -39.5% | 77% | Mild Up / Medium (15-25) | -91% |
| 2021-10-27 Wednesday | -1.8% | -7.3% | -9.2% | +12.4% | +10.7% | +6.5% | -12.8% | 33% | Strong Up / Medium (15-25) | -6% | |
| 2021-07-28 Wednesday | -8.3% | -2.4% | 0.0% | -2.3% | -5.7% | +10.2% | -14.7% | 29% | Sideways / Medium (15-25) | +65% | |
| 2021-04-28 Wednesday | -0.8% | -6.1% | -11.9% | -9.2% | +1.7% | -3.7% | -22.7% | 32% | Strong Up / Medium (15-25) | +80% | |
| 2021-02-17 Wednesday | 1 | +58.3% | -6.5% | -7.2% | -7.2% | -12.1% | -2.3% | -31.3% | 83% | Strong Up / Medium (15-25) | +29% |
| 2020-10-29 Thursday | -2.0% | +9.8% | +11.7% | +2.3% | +51.5% | +73.8% | +5.7% | 38% | Mild Down / High (>25) | +146% | |
| 2020-08-05 Wednesday | +14.5% | +6.1% | -2.1% | -2.6% | -5.8% | +18.7% | -15.4% | 50% | Strong Up / Medium (15-25) | +20% | |
| 2020-05-06 Wednesday | 1 | +7.6% | +10.2% | +15.0% | -7.8% | +22.5% | +47.0% | -1.3% | 78% | Strong Up / High (>25) | +300% |
| 2020-02-19 Wednesday | +4.5% | -5.2% | -1.2% | +4.0% | -37.1% | +12.5% | -40.4% | 46% | Strong Up / Low (<15) | -8% | |
| 2019-10-30 Wednesday | -1.4% | -17.5% | -21.7% | -0.9% | -31.7% | -14.4% | -55.5% | 21% | Strong Up / Low (<15) | -37% | |
| 2019-07-31 Wednesday | 0.0% | +2.4% | +3.7% | +5.1% | +1.8% | +12.6% | +2.4% | 15% | Mild Up / Medium (15-25) | +8% | |
| 2019-05-02 Thursday | +2.9% | -7.9% | -10.9% | -0.2% | -9.9% | -1.1% | -20.1% | 15% | Sideways / Low (<15) | -500% | |
| 2019-02-20 Wednesday | +9.8% | -6.9% | -11.7% | -0.6% | -3.5% | -2.3% | -18.9% | 27% | Mild Up / Low (<15) | +6% | |
| 2018-10-30 Tuesday | -15.4% | +22.5% | +20.4% | -0.4% | -19.4% | +27.4% | -12.2% | 37% | Strong Down / Medium (15-25) | +58% | |
| 2018-07-31 Tuesday | -6.3% | +10.0% | +2.5% | -1.7% | +2.4% | +16.2% | -1.2% | 24% | Sideways / Low (<15) | +700% | |
| 2018-04-26 Thursday | +12.0% | +0.3% | +1.1% | -0.3% | +0.5% | +6.2% | -4.9% | 26% | Sideways / Medium (15-25) | +37% | |
| 2018-03-01 Thursday | -14.5% | -1.2% | -1.8% | -0.8% | -13.0% | +0.5% | -16.1% | 40% | Mild Down / Medium (15-25) | +14% | |
| 2017-10-27 Friday | +6.4% | +4.4% | +3.1% | -13.7% | -9.2% | +11.2% | -15.4% | 41% | Strong Up / Low (<15) | -17% | |
| 2017-08-03 Thursday | -12.0% | +0.1% | -4.1% | +9.2% | +9.3% | +6.5% | -4.7% | 27% | Strong Up / Low (<15) | +78% | |
| 2017-04-26 Wednesday | 1 | +20.6% | +0.6% | -0.1% | -1.1% | -10.3% | +10.1% | -11.8% | 55% | Mild Down / Low (<15) | +32% |
| 2017-02-15 Wednesday | +1.3% | -2.1% | -3.3% | -2.6% | +13.0% | +9.5% | -8.3% | 36% | Mild Up / Low (<15) | +75% | |
| 2016-10-26 Wednesday | 2 | -26.1% | +2.5% | -6.8% | -6.2% | +6.9% | +3.6% | -13.4% | 70% | Mild Up / Low (<15) | +39% |
| 2016-07-27 Wednesday | +15.8% | -7.6% | -8.4% | +1.3% | -0.9% | -3.5% | -10.1% | 31% | Strong Up / Low (<15) | +146% | |
| 2016-04-27 Wednesday | 1 | +11.6% | 0.0% | +1.9% | -1.6% | +6.6% | +10.1% | -4.0% | 59% | Mild Up / Low (<15) | +240% |
| 2016-02-16 Tuesday | 1 | +19.7% | -4.3% | +3.2% | +1.4% | +1.1% | +16.9% | -4.8% | 102% | Sideways / Medium (15-25) | +17% |
| 2015-10-28 Wednesday | +12.8% | +2.5% | +1.4% | +1.5% | +5.3% | +11.5% | +0.5% | 47% | Strong Up / Low (<15) | +77% | |
| 2015-07-29 Wednesday | 1 | -0.7% | +4.8% | +17.9% | -4.0% | -16.5% | +19.4% | -6.1% | 50% | Sideways / Low (<15) | +38% |
| 2015-04-22 Wednesday | 1 | -9.3% | -0.5% | +0.5% | +2.4% | -1.8% | +8.4% | -3.9% | 28% | Sideways / Low (<15) | +13% |
| 2015-02-18 Wednesday | 1 | -8.5% | -0.2% | -0.8% | +7.6% | -0.4% | +7.8% | -7.8% | 59% | Strong Up / Medium (15-25) | +1% |
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_RBBN.json.
Automated, data-driven · educational only · not financial advice.