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Earnings Analysis
Why this page exists: SIMO 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 SIMO 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. | -2.4% | 6 |
| VIX level | Medium (15-25) | +2.6% | 25 |
| Earnings weekday | Wednesday | -1.7% | 12 |
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
-0.2%
Avg |move|
5.7%
Up rate
48%
Avg drift T-20
-0.4%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | -0.4% | +0.2% | 14.6 | -30.1% / +41.5% | 52% |
| Drift T-5 → report | 46 | +1.1% | +1.2% | 5.8 | -10.5% / +14.6% | 59% |
| Overnight gap | 46 | +1.0% | -0.2% | 6.6 | -10.7% / +30.7% | 48% |
| Reaction day (close→close) | 46 | +1.6% | -0.2% | 8.9 | -12.9% / +45.8% | 48% |
| Follow-through +5d | 46 | +0.4% | +0.3% | 4.9 | -14.7% / +9.7% | 52% |
| Follow-through +20d | 46 | +2.1% | +2.9% | 9.4 | -20.5% / +31.3% | 59% |
| Max favorable excursion (20d) | 46 | +12.0% | +9.2% | 15.7 | -4.1% / +97.5% | 93% |
| Max adverse excursion (20d) | 46 | -6.5% | -6.8% | 9.4 | -27.2% / +29.2% | 15% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday | 13 | +5.5% | +3.4% | 13.1 | 77% |
| Monday n<10 | 6 | +1.5% | +0.5% | 4.6 | 50% |
| Thursday | 15 | +0.9% | -1.9% | 7.4 | 47% |
| Wednesday | 12 | -1.7% | -2.3% | 3.8 | 17% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 14 | +4.5% | -0.2% | 12.7 | 43% |
| Sideways | 15 | +3.1% | +3.5% | 6.2 | 73% |
| Mild Down n<10 | 4 | +2.6% | +2.6% | 2.9 | 75% |
| Strong Down n<10 | 6 | -2.4% | -2.3% | 3.7 | 17% |
| Mild Up n<10 | 7 | -4.6% | -3.9% | 5.4 | 14% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 25 | +2.6% | -0.1% | 10.5 | 48% |
| Low (<15) | 15 | +1.5% | +0.8% | 6.8 | 53% |
| High (>25) n<10 | 6 | -2.0% | -2.0% | 4.5 | 33% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 4 | +2.7% | +1.4% | 17.6 | 75% |
| Strong Up | 14 | +2.3% | +3.0% | 16.2 | 64% |
| Mild Up n<10 | 7 | +1.5% | -2.1% | 10.6 | 43% |
| Sideways | 15 | -3.0% | -4.8% | 8.4 | 47% |
| Strong Down n<10 | 6 | -4.7% | -8.3% | 20.9 | 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 | 20.9% | +45.8% | +30.7% | 2.19x |
| 2026-02-03 | 19.4% | +6.6% | +8.8% | 0.34x |
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 | +41.5% | +30.7% | +45.8% | +9.6% | +31.3% | +97.5% | +29.2% | 49% | Strong Up / Medium (15-25) | +21% | |
| 2026-02-03 Tuesday | 2 | +28.7% | +8.8% | +6.6% | +2.3% | -4.4% | +22.4% | -2.5% | 74% | Mild Down / Medium (15-25) | -3% |
| 2025-10-30 Thursday | -2.1% | -4.3% | -1.9% | -2.8% | -8.8% | +1.1% | -19.7% | 55% | Mild Up / Medium (15-25) | +24% | |
| 2025-07-30 Wednesday | +3.2% | +4.4% | -0.1% | +0.1% | +3.3% | +11.1% | -6.3% | 31% | Strong Up / Medium (15-25) | +22% | |
| 2025-04-29 Tuesday | 1 | -10.7% | +7.7% | +9.6% | +6.0% | +27.0% | +47.9% | +7.0% | 84% | Sideways / Medium (15-25) | +32% |
| 2025-02-05 Wednesday | +0.6% | -1.1% | -1.9% | -2.3% | -4.3% | +7.8% | -7.3% | 44% | Strong Down / Medium (15-25) | +9% | |
| 2024-10-30 Wednesday | -6.8% | -1.3% | -3.9% | +2.8% | -1.6% | +2.2% | -9.8% | 24% | Strong Up / Medium (15-25) | +8% | |
| 2024-08-01 Thursday | -20.5% | -7.4% | -3.6% | -2.2% | +1.6% | +4.4% | -12.5% | 48% | Strong Down / Medium (15-25) | +1% | |
| 2024-05-02 Thursday | -8.1% | +7.4% | +0.8% | +4.6% | +6.2% | +12.4% | -0.8% | 30% | Sideways / Low (<15) | +12% | |
| 2024-02-06 Tuesday | -0.0% | +4.4% | +3.1% | +0.9% | +8.5% | +13.1% | -0.2% | 16% | Strong Up / Low (<15) | +23% | |
| 2023-11-01 Wednesday | +2.4% | +6.5% | +3.5% | +0.8% | +5.6% | +12.9% | +1.3% | 23% | Mild Down / Medium (15-25) | +10% | |
| 2023-07-27 Thursday | 2 | -30.1% | +7.6% | +13.3% | +5.5% | -8.7% | +21.7% | +1.9% | 116% | Strong Up / Low (<15) | -22% |
| 2023-05-04 Thursday | -8.9% | -4.8% | +0.7% | -7.2% | +9.5% | +10.6% | -11.8% | 27% | Sideways / Medium (15-25) | -53% | |
| 2023-02-07 Tuesday | +5.1% | -2.0% | +0.4% | -1.9% | -0.9% | +7.4% | -3.2% | 26% | Strong Up / Medium (15-25) | -26% | |
| 2022-11-01 Tuesday | -18.2% | -3.7% | +3.5% | -0.2% | +7.7% | +13.6% | -4.2% | 45% | Sideways / High (>25) | -22% | |
| 2022-07-27 Wednesday | +4.5% | +0.1% | -0.3% | -4.0% | -7.5% | +2.4% | -8.1% | 29% | Strong Up / Medium (15-25) | +7% | |
| 2022-05-05 Thursday | 2 | +37.0% | -0.9% | -2.6% | -0.4% | -0.5% | 0.0% | -8.0% | 85% | Strong Down / High (>25) | +11% |
| 2022-01-26 Wednesday | -7.3% | -3.0% | -8.3% | +1.9% | -6.9% | -1.8% | -19.3% | 32% | Strong Down / High (>25) | +8% | |
| 2021-10-27 Wednesday | +2.9% | -1.1% | -2.8% | +1.4% | +2.8% | +3.0% | -5.2% | 27% | Strong Up / Medium (15-25) | +7% | |
| 2021-07-29 Thursday | +0.3% | +6.5% | +16.6% | +7.9% | -2.9% | +27.9% | +5.2% | 32% | Sideways / Medium (15-25) | +16% | |
| 2021-05-05 Wednesday | +4.3% | -0.0% | -3.8% | -2.7% | -0.2% | +4.3% | -10.8% | 52% | Sideways / Medium (15-25) | +11% | |
| 2021-02-03 Wednesday | +7.5% | +11.5% | +6.9% | +9.7% | +3.1% | +23.4% | +3.4% | 38% | Sideways / Medium (15-25) | +20% | |
| 2020-11-02 Monday | +0.5% | +6.7% | -1.4% | -1.1% | +6.6% | +10.7% | -5.0% | 38% | Mild Down / High (>25) | +13% | |
| 2020-07-29 Wednesday | 1 | -15.1% | -3.9% | -1.8% | -0.7% | -5.5% | +1.9% | -9.6% | 48% | Strong Up / Medium (15-25) | +7% |
| 2020-04-28 Tuesday | +17.6% | -0.9% | +3.4% | -7.5% | -2.4% | +19.2% | -7.5% | 46% | Mild Up / High (>25) | +18% | |
| 2020-02-06 Thursday | -4.0% | +1.0% | -3.9% | +2.0% | -20.1% | +1.7% | -26.1% | 31% | Mild Up / Medium (15-25) | +11% | |
| 2019-10-29 Tuesday | +9.4% | +10.3% | +11.2% | -3.1% | +3.0% | +15.2% | +5.3% | 44% | Strong Up / Low (<15) | +21% | |
| 2019-07-30 Tuesday | -10.0% | -10.7% | -11.4% | -9.4% | -12.1% | -4.1% | -23.2% | 25% | Mild Up / Low (<15) | +1% | |
| 2019-05-02 Thursday | -9.6% | +0.3% | +5.3% | +6.7% | -3.6% | +14.2% | -2.5% | 46% | Sideways / Low (<15) | +18% | |
| 2019-01-29 Tuesday | +7.2% | -2.3% | +4.7% | +2.3% | +9.3% | +19.8% | -3.5% | 45% | Sideways / Medium (15-25) | +1% | |
| 2018-10-30 Tuesday | -28.7% | -6.2% | -2.0% | +2.5% | -3.9% | +6.9% | -16.6% | 48% | Strong Down / Medium (15-25) | +8% | |
| 2018-07-31 Tuesday | +1.0% | -5.4% | +2.7% | +2.0% | +7.7% | +16.5% | -10.3% | 39% | Sideways / Low (<15) | +18% | |
| 2018-04-26 Thursday | +0.1% | +0.7% | -4.1% | -3.2% | +6.4% | +5.5% | -7.5% | 20% | Sideways / Medium (15-25) | +3% | |
| 2018-02-06 Tuesday | -12.5% | -2.8% | -6.7% | -1.2% | +2.4% | +0.4% | -12.2% | 52% | Sideways / High (>25) | +22% | |
| 2017-10-26 Thursday | +2.5% | +1.1% | -3.2% | +3.0% | +5.3% | +4.5% | -4.7% | 26% | Strong Up / Low (<15) | +1% | |
| 2017-07-31 Monday | -14.8% | +1.0% | +8.2% | -3.9% | -3.4% | +11.4% | -0.0% | 30% | Strong Up / Low (<15) | -1% | |
| 2017-04-27 Thursday | -4.8% | +1.0% | +9.6% | +4.4% | +7.1% | +17.9% | -0.6% | 16% | Sideways / Low (<15) | +1% | |
| 2017-01-23 Monday | -5.9% | -4.2% | -5.0% | -4.2% | +4.0% | +1.8% | -13.8% | 46% | Sideways / Low (<15) | +5% | |
| 2016-10-27 Thursday | -10.2% | -3.2% | -12.9% | +5.3% | +14.7% | +4.5% | -13.2% | 40% | Mild Up / Medium (15-25) | +10% | |
| 2016-07-21 Thursday | +18.6% | -0.9% | -4.3% | +0.6% | +7.8% | +3.1% | -7.6% | 40% | Strong Up / Low (<15) | +9% | |
| 2016-04-27 Wednesday | +3.5% | -0.5% | -4.8% | -0.0% | +8.6% | +6.6% | -9.2% | 33% | Mild Up / Low (<15) | +5% | |
| 2016-01-28 Thursday | -9.3% | +2.5% | +4.2% | 0.0% | +7.3% | +13.7% | -1.2% | 47% | Strong Down / Medium (15-25) | -1% | |
| 2015-10-28 Wednesday | +11.4% | -1.9% | -2.8% | +9.6% | +11.5% | +10.6% | -5.7% | 33% | Strong Up / Low (<15) | +8% | |
| 2015-07-27 Monday | 1 | -20.8% | +2.5% | +1.7% | -14.7% | -20.5% | +4.8% | -27.2% | 56% | Mild Down / Medium (15-25) | +1% |
| 2015-04-27 Monday | +15.7% | +2.0% | -0.8% | +2.5% | +6.5% | +6.6% | -4.0% | 54% | Mild Up / Low (<15) | +9% | |
| 2015-01-26 Monday | +13.4% | -6.2% | +6.3% | -2.6% | +1.7% | +13.5% | -10.2% | 56% | Sideways / 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_SIMO.json.
Automated, data-driven · educational only · not financial advice.