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Earnings Analysis
Why this page exists: ROG 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 ROG 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 +0.09 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -1.0% | 3 |
| VIX level | Medium (15-25) | +1.1% | 28 |
| Earnings weekday | Tuesday | +1.4% | 11 |
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
+1.9%
Median reaction
+0.4%
Avg |move|
5.6%
Up rate
52%
Avg drift T-20
+0.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +0.3% | +0.4% | 14.1 | -55.2% / +44.8% | 54% |
| Drift T-5 → report | 46 | -0.3% | -0.1% | 10.7 | -54.4% / +38.9% | 48% |
| Overnight gap | 46 | +0.6% | +0.1% | 5.0 | -11.8% / +10.2% | 52% |
| Reaction day (close→close) | 46 | +1.9% | +0.4% | 7.1 | -13.9% / +17.7% | 52% |
| Follow-through +5d | 46 | +0.2% | -0.0% | 4.0 | -8.2% / +12.2% | 50% |
| Follow-through +20d | 46 | +0.5% | -0.1% | 10.2 | -28.3% / +24.2% | 48% |
| Max favorable excursion (20d) | 46 | +10.9% | +9.4% | 11.4 | -10.6% / +52.3% | 91% |
| Max adverse excursion (20d) | 46 | -7.3% | -6.2% | 8.5 | -26.9% / +7.1% | 17% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Friday n<10 | 1 | +9.8% | +9.8% | 0.0 | 100% |
| Monday n<10 | 4 | +2.7% | +5.8% | 10.3 | 75% |
| Wednesday | 12 | +2.1% | -0.5% | 7.7 | 42% |
| Tuesday | 11 | +1.4% | 0.0% | 6.0 | 45% |
| Thursday | 18 | +1.4% | +0.4% | 6.3 | 56% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 4 | +9.9% | +10.7% | 6.2 | 100% |
| Sideways | 13 | +2.9% | +4.0% | 7.2 | 62% |
| Mild Up n<10 | 5 | +2.8% | -2.8% | 7.6 | 40% |
| Strong Up | 21 | -0.1% | -0.5% | 6.3 | 43% |
| Strong Down n<10 | 3 | -1.0% | -0.7% | 1.2 | 33% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 13 | +3.3% | +5.1% | 8.8 | 69% |
| High (>25) n<10 | 5 | +2.5% | -0.7% | 7.6 | 20% |
| Medium (15-25) | 28 | +1.1% | +0.2% | 5.9 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 21 | +3.2% | +2.1% | 18.7 | 62% |
| Mild Up n<10 | 5 | +0.8% | -2.9% | 11.0 | 40% |
| Strong Down n<10 | 3 | -1.0% | +0.2% | 3.3 | 67% |
| Mild Down n<10 | 4 | -2.8% | -3.7% | 6.8 | 50% |
| Sideways | 13 | -3.2% | -0.5% | 6.9 | 46% |
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 | 11.7% | -1.6% | +1.5% | 0.14x |
| 2026-02-17 | 10.5% | +4.0% | +3.0% | 0.38x |
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 | +22.1% | +1.5% | -1.6% | +8.5% | +14.5% | +12.9% | -4.6% | 35% | Strong Up / Medium (15-25) | +10% | |
| 2026-02-17 Tuesday | +4.1% | +3.0% | +4.0% | +0.9% | -5.8% | +9.2% | -4.1% | 37% | Sideways / Medium (15-25) | +48% | |
| 2025-10-29 Wednesday | +2.1% | +8.5% | +5.6% | -2.9% | -6.6% | +17.3% | -10.1% | 30% | Strong Up / Medium (15-25) | +30% | |
| 2025-07-31 Thursday | -10.6% | +1.1% | +2.6% | +7.3% | +16.5% | +22.8% | -6.7% | 38% | Strong Up / Medium (15-25) | -32% | |
| 2025-04-29 Tuesday | 2 | -12.0% | +3.9% | +4.0% | +1.8% | +7.7% | +19.9% | -0.1% | 75% | Sideways / Medium (15-25) | +7% |
| 2025-02-19 Wednesday | -8.2% | -2.0% | -0.3% | -4.8% | -16.2% | +9.7% | -20.3% | 30% | Sideways / Medium (15-25) | +6% | |
| 2024-10-24 Thursday | -8.0% | -3.4% | +1.8% | -1.0% | +3.4% | +14.6% | -3.4% | 26% | Strong Up / Medium (15-25) | +15% | |
| 2024-07-25 Thursday | +2.2% | +3.8% | +0.4% | -5.3% | -15.8% | +5.3% | -18.2% | 36% | Strong Down / Medium (15-25) | +15% | |
| 2024-04-25 Thursday | -9.1% | +10.2% | +10.5% | -0.8% | -3.2% | +15.4% | +6.4% | 28% | Mild Down / Medium (15-25) | +5% | |
| 2024-02-21 Wednesday | -1.5% | -5.3% | -1.5% | -0.1% | +2.5% | +4.7% | -7.6% | 30% | Strong Up / Medium (15-25) | -40% | |
| 2023-10-26 Thursday | -9.7% | +3.6% | +0.5% | -1.4% | +11.5% | +12.8% | -3.3% | 26% | Mild Down / Medium (15-25) | +9% | |
| 2023-08-03 Thursday | -2.9% | -0.3% | -2.8% | +0.3% | -4.7% | +4.4% | -14.1% | 25% | Mild Up / Medium (15-25) | +4% | |
| 2023-04-27 Thursday | +1.7% | +7.3% | +3.4% | +0.7% | -2.3% | +7.3% | -3.6% | 26% | Sideways / Medium (15-25) | +20% | |
| 2023-02-28 Tuesday | +7.3% | +4.0% | +5.1% | +3.6% | -2.0% | +12.2% | -0.7% | 25% | Strong Up / Medium (15-25) | +21% | |
| 2022-11-08 Tuesday | 2 | -55.2% | -2.4% | -2.0% | +4.5% | +17.6% | +16.4% | -5.8% | 207% | Strong Up / High (>25) | -39% |
| 2022-08-03 Wednesday | +1.8% | -0.6% | -0.6% | +0.7% | -5.9% | +1.1% | -6.5% | 8% | Strong Up / Medium (15-25) | -15% | |
| 2022-04-28 Thursday | +0.2% | +0.0% | -0.7% | +0.7% | -3.2% | +0.3% | -7.6% | 3% | Strong Down / High (>25) | +34% | |
| 2022-02-22 Tuesday | -0.5% | +0.1% | 0.0% | +0.3% | +0.1% | +0.6% | -0.3% | 3% | Sideways / High (>25) | +10% | |
| 2021-11-02 Tuesday | 1 | +44.8% | +0.3% | -0.0% | -0.1% | +0.4% | +1.1% | -0.5% | 91% | Strong Up / Medium (15-25) | -8% |
| 2021-07-29 Thursday | +1.6% | -11.8% | -6.6% | +1.1% | +6.5% | +3.8% | -13.7% | 21% | Sideways / Medium (15-25) | -9% | |
| 2021-04-29 Thursday | +0.7% | -1.2% | +3.4% | -2.5% | -3.8% | +6.2% | -8.8% | 32% | Strong Up / Medium (15-25) | +7% | |
| 2021-02-18 Thursday | -1.2% | +3.2% | +9.1% | -4.8% | +6.4% | +16.6% | +1.1% | 40% | Strong Up / Medium (15-25) | +12% | |
| 2020-10-29 Thursday | +1.6% | +3.6% | +17.7% | +4.1% | +24.2% | +52.3% | +3.2% | 37% | Mild Down / High (>25) | +45% | |
| 2020-07-30 Thursday | +10.8% | -4.9% | -10.5% | +0.6% | -4.0% | -3.9% | -14.9% | 32% | Strong Up / Medium (15-25) | +26% | |
| 2020-04-30 Thursday | 1 | +32.7% | -0.7% | -2.4% | -3.4% | -0.1% | +3.1% | -17.1% | 66% | Strong Up / High (>25) | +11% |
| 2020-02-20 Thursday | -15.7% | -0.6% | -0.5% | +4.1% | -16.9% | +11.8% | -23.6% | 24% | Strong Up / Medium (15-25) | +8% | |
| 2019-10-30 Wednesday | +14.5% | -8.4% | -9.7% | +1.8% | -3.6% | +1.9% | -16.2% | 39% | Strong Up / Low (<15) | +11% | |
| 2019-07-31 Wednesday | -7.6% | -6.0% | -3.4% | -8.2% | -16.2% | +1.0% | -21.9% | 40% | Mild Up / Medium (15-25) | +6% | |
| 2019-04-30 Tuesday | +2.2% | +6.8% | +13.9% | +0.0% | -28.3% | +23.2% | -26.9% | 28% | Sideways / Low (<15) | +37% | |
| 2019-02-20 Wednesday | +21.8% | -4.0% | +14.0% | -0.2% | -0.1% | +19.4% | -4.0% | 35% | Mild Up / Low (<15) | +32% | |
| 2018-11-01 Thursday | -5.5% | -4.1% | -2.6% | -5.3% | +0.5% | -1.5% | -13.0% | 48% | Strong Down / Medium (15-25) | +8% | |
| 2018-07-31 Tuesday | +2.8% | -0.3% | +5.0% | +8.9% | +14.8% | +21.6% | -0.3% | 36% | Sideways / Low (<15) | -10% | |
| 2018-04-26 Thursday | -0.5% | -1.9% | -3.4% | -3.8% | +2.7% | +3.7% | -9.8% | 30% | Sideways / Medium (15-25) | +6% | |
| 2018-02-27 Tuesday | -6.6% | -7.3% | -11.9% | -2.0% | -10.7% | -7.0% | -22.0% | 34% | Sideways / Medium (15-25) | -4% | |
| 2017-11-02 Thursday | +5.3% | +4.9% | +5.1% | -1.6% | +3.6% | +15.8% | -0.3% | 28% | Strong Up / Low (<15) | +13% | |
| 2017-07-31 Monday | +8.6% | +2.6% | +2.9% | -2.4% | -3.2% | +4.6% | -4.9% | 29% | Strong Up / Low (<15) | +9% | |
| 2017-04-26 Wednesday | +6.0% | +2.7% | +10.9% | +4.1% | +3.9% | +18.3% | +2.1% | 29% | Mild Down / Low (<15) | +47% | |
| 2017-02-17 Friday | +0.7% | +5.3% | +9.8% | -3.1% | -2.2% | +14.8% | +2.9% | 18% | Mild Up / Low (<15) | +15% | |
| 2016-11-02 Wednesday | -6.0% | +5.2% | +14.0% | +12.2% | +14.1% | +37.3% | +5.0% | 32% | Sideways / Medium (15-25) | +30% | |
| 2016-08-08 Monday | +5.0% | -10.6% | -13.9% | -3.2% | -3.2% | -10.6% | -19.5% | 20% | Strong Up / Low (<15) | +6% | |
| 2016-05-02 Monday | +0.1% | +7.0% | +8.8% | -1.1% | +4.2% | +13.8% | +1.4% | 25% | Sideways / Low (<15) | +49% | |
| 2016-02-22 Monday | -1.9% | +7.5% | +13.1% | +3.8% | +16.6% | +35.5% | +7.1% | 40% | Strong Up / Medium (15-25) | +26% | |
| 2015-10-28 Wednesday | -0.4% | -0.6% | -7.2% | +1.2% | +11.9% | +7.4% | -12.7% | 35% | Strong Up / Low (<15) | +10% | |
| 2015-07-29 Wednesday | -20.6% | -0.3% | +7.0% | +1.3% | -5.2% | +14.2% | -1.0% | 18% | Sideways / Low (<15) | +8% | |
| 2015-04-29 Wednesday | -8.2% | +8.9% | -3.6% | -2.5% | -0.6% | +8.9% | -7.6% | 25% | Mild Up / Low (<15) | +18% | |
| 2015-02-17 Tuesday | +5.9% | -0.2% | -0.5% | -2.6% | +2.6% | +2.3% | -8.0% | 26% | Strong Up / Medium (15-25) | +25% |
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_ROG.json.
Automated, data-driven · educational only · not financial advice.