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Earnings Analysis
Why this page exists: RMNI 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
Thursday, July 30, 2026
Next confirmed RMNI 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 +0.51 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +2.6% | 4 |
| SPY regime | Strong Down expl. | +18.9% | 1 |
| VIX level | Medium (15-25) | -0.5% | 21 |
| Earnings weekday | Thursday | +1.9% | 19 |
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
35
Avg reaction
+0.8%
Median reaction
+0.1%
Avg |move|
11.1%
Up rate
51%
Avg drift T-20
-2.1%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 35 | -2.1% | -2.5% | 14.8 | -45.0% / +25.1% | 43% |
| Drift T-5 → report | 35 | -1.2% | -2.0% | 8.2 | -27.0% / +18.2% | 40% |
| Overnight gap | 35 | +0.1% | +0.9% | 8.7 | -27.9% / +25.4% | 57% |
| Reaction day (close→close) | 35 | +0.8% | +0.1% | 13.3 | -29.5% / +26.3% | 51% |
| Follow-through +5d | 35 | -4.5% | -3.5% | 8.4 | -25.2% / +12.4% | 29% |
| Follow-through +20d | 35 | -3.0% | -3.5% | 13.4 | -28.6% / +31.2% | 37% |
| Max favorable excursion (20d) | 35 | +12.1% | +7.5% | 17.5 | -22.8% / +55.1% | 80% |
| Max adverse excursion (20d) | 35 | -14.9% | -11.4% | 15.3 | -52.2% / +11.9% | 17% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday | 19 | +1.9% | +2.3% | 11.2 | 53% |
| Wednesday | 15 | +0.7% | +0.1% | 14.9 | 53% |
| Monday n<10 | 1 | -20.4% | -20.4% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways | 10 | +5.0% | +7.2% | 15.2 | 60% |
| Strong Down n<10 | 4 | +2.6% | -0.5% | 10.1 | 50% |
| Mild Down n<10 | 5 | +1.3% | +2.3% | 14.1 | 60% |
| Strong Up | 11 | -1.5% | +4.2% | 13.2 | 55% |
| Mild Up n<10 | 5 | -4.9% | -5.5% | 5.7 | 20% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 7 | +8.4% | +14.2% | 14.7 | 71% |
| Medium (15-25) | 21 | -0.5% | +0.1% | 13.7 | 52% |
| Low (<15) n<10 | 7 | -3.0% | -2.3% | 6.0 | 29% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 11 | +4.6% | +2.7% | 12.2 | 55% |
| Sideways | 10 | -0.7% | -1.9% | 14.3 | 50% |
| Mild Down n<10 | 5 | -4.7% | -8.8% | 12.8 | 40% |
| Strong Down n<10 | 4 | -5.9% | -0.7% | 11.6 | 50% |
| Mild Up n<10 | 5 | -14.0% | -6.4% | 16.0 | 0% |
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 |
|---|---|---|---|---|
| 2026-04-30 | 41.9% | +18.8% | +8.5% | 0.45x |
| 2026-02-19 | 86.5% | +20.9% | +10.8% | 0.24x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-30 Thursday | +2.7% | +8.5% | +18.8% | -2.7% | -3.5% | +21.3% | -0.6% | 35% | Strong Up / Medium (15-25) | -32% | |
| 2026-02-19 Thursday | -19.3% | +10.8% | +20.9% | +4.7% | -10.6% | +29.3% | +7.1% | 32% | Sideways / Medium (15-25) | -17% | |
| 2025-10-30 Thursday | -2.5% | -16.4% | -14.2% | -3.0% | -4.3% | -9.9% | -26.7% | 35% | Mild Up / Medium (15-25) | -16% | |
| 2025-07-31 Thursday | 1 | +24.7% | -7.1% | -13.4% | -4.7% | +4.2% | -3.5% | -18.6% | 105% | Strong Up / Medium (15-25) | -101% |
| 2025-05-01 Thursday | +0.6% | -1.1% | -7.6% | +2.4% | -7.0% | +4.2% | -15.8% | 52% | Sideways / Medium (15-25) | +8% | |
| 2025-02-27 Thursday | 1 | +1.8% | +11.8% | +16.4% | +1.1% | +1.4% | +35.9% | +9.2% | 74% | Sideways / Medium (15-25) | +18% |
| 2024-10-30 Wednesday | -11.7% | +5.0% | +11.3% | +12.4% | +26.6% | +45.0% | -1.9% | 42% | Strong Up / Medium (15-25) | +286% | |
| 2024-07-31 Wednesday | 1 | -23.7% | +2.2% | -7.7% | -21.0% | -16.6% | +4.0% | -30.2% | 130% | Mild Down / Medium (15-25) | -28% |
| 2024-05-02 Thursday | -15.0% | -0.8% | -2.3% | -7.5% | +0.8% | +1.9% | -13.2% | 43% | Sideways / Low (<15) | -27% | |
| 2024-02-28 Wednesday | -7.2% | +2.9% | +4.2% | -9.6% | -2.2% | +7.4% | -9.8% | 52% | Strong Up / Low (<15) | -8% | |
| 2023-11-01 Wednesday | 1 | +10.6% | +2.5% | +15.8% | 0.0% | +12.9% | +36.7% | +1.7% | 58% | Mild Down / Medium (15-25) | +40% |
| 2023-08-02 Wednesday | 3 | -45.0% | -4.2% | -6.1% | +8.1% | -1.6% | +4.0% | -11.4% | 179% | Mild Up / Medium (15-25) | -7% |
| 2023-05-03 Wednesday | -12.6% | +4.3% | +17.1% | -2.2% | +4.2% | +36.1% | +3.2% | 40% | Sideways / Medium (15-25) | +40% | |
| 2023-03-01 Wednesday | -0.7% | +0.9% | +8.1% | -5.0% | -16.6% | +17.4% | -13.2% | 50% | Strong Up / Medium (15-25) | +93% | |
| 2022-11-02 Wednesday | +10.8% | -9.6% | -20.4% | -6.5% | -4.4% | -9.6% | -27.0% | 39% | Sideways / High (>25) | -18% | |
| 2022-08-03 Wednesday | +13.5% | -5.8% | -12.7% | -9.5% | -20.0% | -4.4% | -31.0% | 45% | Strong Up / Medium (15-25) | -37% | |
| 2022-05-04 Wednesday | -2.0% | +1.7% | -3.9% | -3.3% | +17.6% | +20.5% | -9.1% | 52% | Strong Down / High (>25) | -5% | |
| 2022-03-02 Wednesday | -12.9% | +25.4% | +26.3% | +3.7% | +5.4% | +43.0% | +11.9% | 52% | Sideways / High (>25) | +704% | |
| 2021-11-03 Wednesday | +6.6% | -27.9% | -29.5% | -10.4% | -22.6% | -22.8% | -46.2% | 44% | Strong Up / Medium (15-25) | +47% | |
| 2021-08-04 Wednesday | 1 | +25.1% | -4.1% | +0.1% | -4.2% | +18.9% | +19.9% | -9.3% | 50% | Sideways / Medium (15-25) | +38% |
| 2021-05-10 Monday | -10.3% | -10.0% | -20.4% | +0.7% | +10.3% | -7.8% | -27.1% | 30% | Mild Down / Medium (15-25) | +23% | |
| 2021-03-03 Wednesday | +8.8% | +5.8% | +16.6% | -23.2% | -11.5% | +23.2% | -11.0% | 58% | Mild Down / High (>25) | +385% | |
| 2020-11-05 Thursday | 1 | -4.4% | +8.4% | +14.2% | +8.4% | +31.2% | +55.1% | +1.6% | 58% | Sideways / High (>25) | +185% |
| 2020-08-05 Wednesday | +22.7% | +1.2% | -8.8% | -3.9% | -19.1% | +1.2% | -28.8% | 39% | Strong Up / Medium (15-25) | +222% | |
| 2020-05-07 Thursday | +14.8% | 0.0% | +6.9% | -8.9% | +0.5% | +12.7% | -6.9% | 54% | Strong Up / High (>25) | +225% | |
| 2020-03-12 Thursday | -25.6% | -1.4% | +18.9% | -3.5% | -9.4% | +22.1% | -39.3% | 49% | Strong Down / High (>25) | +884% | |
| 2019-11-07 Thursday | -5.5% | +1.3% | +4.5% | -3.4% | -3.1% | +9.3% | -4.1% | 36% | Strong Up / Low (<15) | +899% | |
| 2019-08-08 Thursday | -8.8% | +6.2% | +2.3% | -3.0% | -3.5% | +7.5% | -5.2% | 22% | Mild Down / Medium (15-25) | +5227% | |
| 2019-05-09 Thursday | +0.6% | +4.0% | +2.8% | -5.2% | -5.0% | +4.0% | -13.9% | 24% | Strong Down / Medium (15-25) | +216% | |
| 2019-03-14 Thursday | -13.5% | +1.8% | -1.8% | +1.4% | +1.7% | +7.7% | -8.8% | 60% | Mild Up / Low (<15) | +428% | |
| 2018-11-08 Thursday | +3.5% | +0.2% | -7.3% | -3.5% | -17.7% | +12.6% | -25.3% | 48% | Strong Down / Medium (15-25) | +158% | |
| 2018-08-09 Thursday | 1 | +18.7% | -7.4% | -14.1% | -25.2% | -28.6% | -6.7% | -52.2% | 64% | Sideways / Low (<15) | -87% |
| 2018-05-10 Thursday | -9.4% | -3.5% | -5.8% | -21.2% | -18.0% | +0.8% | -31.0% | 41% | Strong Up / Low (<15) | -243% | |
| 2018-03-15 Thursday | -2.6% | +0.6% | +2.9% | +0.7% | -6.0% | +5.2% | -8.8% | 43% | Mild Up / Medium (15-25) | -41% | |
| 2017-11-09 Thursday | 1 | -6.4% | -1.9% | -5.5% | -10.8% | -8.6% | +0.1% | -29.7% | 58% | Mild Up / Low (<15) | +84% |
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_RMNI.json.
Automated, data-driven · educational only · not financial advice.