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Earnings Analysis
Why this page exists: SQNS 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
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 +0.53 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +2.7% | 4 |
| VIX level | Medium (15-25) | +1.9% | 27 |
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
+0.9%
Median reaction
+0.3%
Avg |move|
4.4%
Up rate
50%
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% | -4.5% | 29.5 | -80.7% / +121.2% | 35% |
| Drift T-5 → report | 46 | +1.7% | -1.3% | 22.8 | -41.4% / +113.0% | 48% |
| Overnight gap | 46 | -0.2% | 0.0% | 3.4 | -9.7% / +9.6% | 41% |
| Reaction day (close→close) | 46 | +0.9% | +0.3% | 5.7 | -13.4% / +15.7% | 50% |
| Follow-through +5d | 46 | +0.4% | -0.8% | 11.0 | -22.9% / +42.4% | 48% |
| Follow-through +20d | 46 | -0.2% | -0.1% | 15.8 | -29.3% / +46.4% | 46% |
| Max favorable excursion (20d) | 46 | +16.8% | +13.9% | 15.2 | -0.9% / +75.7% | 91% |
| Max adverse excursion (20d) | 46 | -13.9% | -10.7% | 10.7 | -44.7% / -0.3% | 0% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Friday n<10 | 1 | +2.6% | +2.6% | 0.0 | 100% |
| Tuesday | 27 | +1.7% | +1.1% | 6.3 | 56% |
| Thursday | 13 | +0.7% | 0.0% | 4.7 | 46% |
| Monday n<10 | 1 | -0.7% | -0.7% | 0.0 | 0% |
| Wednesday n<10 | 4 | -3.2% | -3.1% | 4.7 | 25% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 4 | +2.7% | +1.5% | 3.3 | 50% |
| Mild Up | 11 | +2.3% | +1.0% | 5.9 | 64% |
| Mild Down n<10 | 4 | +1.6% | -0.5% | 4.5 | 25% |
| Strong Up | 17 | +1.3% | +1.1% | 5.6 | 53% |
| Sideways | 10 | -2.1% | 0.0% | 5.9 | 40% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 27 | +1.9% | +1.0% | 5.5 | 56% |
| Low (<15) | 14 | -0.1% | -0.6% | 5.7 | 43% |
| High (>25) n<10 | 5 | -1.6% | 0.0% | 6.0 | 40% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 17 | +7.0% | -3.1% | 42.1 | 41% |
| Mild Up | 11 | +2.9% | +5.2% | 20.4 | 73% |
| Mild Down n<10 | 4 | +1.7% | -5.9% | 16.0 | 25% |
| Strong Down n<10 | 4 | -12.2% | -8.0% | 8.3 | 0% |
| Sideways | 10 | -12.4% | -11.2% | 9.0 | 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 |
|---|---|---|---|---|
| 2026-05-05 | 23.1% | -4.0% | -0.8% | 0.17x |
| 2026-02-10 | 37.1% | -8.3% | -0.9% | 0.22x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-05 Tuesday | 1 | +41.5% | -0.8% | -4.0% | +12.2% | +16.9% | +31.1% | -8.8% | 63% | Strong Up / Medium (15-25) | -216% |
| 2026-02-10 Tuesday | 3 | -34.5% | -0.9% | -8.3% | -6.2% | -0.3% | -0.9% | -22.3% | 128% | Sideways / Medium (15-25) | -132% |
| 2025-11-04 Tuesday | 1 | -39.3% | +2.2% | +4.9% | +2.4% | +2.7% | +14.5% | -15.2% | 81% | Mild Up / Medium (15-25) | +56% |
| 2025-07-31 Thursday | 9 | -12.5% | -4.8% | -0.8% | +2.4% | -27.2% | +11.1% | -30.9% | 324% | Strong Up / Medium (15-25) | -19% |
| 2025-05-06 Tuesday | 1 | -22.3% | +3.4% | +2.0% | +6.0% | +22.1% | +34.9% | -0.7% | 107% | Strong Up / Medium (15-25) | +17% |
| 2025-02-11 Tuesday | -9.5% | -5.0% | -6.9% | -1.2% | -13.2% | -0.7% | -23.8% | 70% | Sideways / Medium (15-25) | -14% | |
| 2024-11-05 Tuesday | +5.2% | -4.1% | +6.3% | -4.5% | +16.7% | +28.4% | -9.6% | 60% | Mild Up / Medium (15-25) | +876% | |
| 2024-08-23 Friday | 1 | +121.2% | +9.6% | +2.6% | -15.2% | -16.1% | +13.0% | -18.3% | 265% | Strong Up / Medium (15-25) | -73% |
| 2024-06-18 Tuesday | 6 | -4.0% | 0.0% | 0.0% | +4.2% | 0.0% | +25.0% | -20.8% | 170% | Strong Up / Low (<15) | +7% |
| 2024-03-07 Thursday | 4 | -80.7% | -1.8% | +8.9% | -22.9% | -18.0% | +14.3% | -39.3% | 368% | Strong Up / Low (<15) | -475% |
| 2023-11-02 Thursday | -0.3% | 0.0% | 0.0% | +1.8% | +1.4% | +3.5% | -0.3% | 21% | Sideways / Medium (15-25) | -33% | |
| 2023-08-07 Monday | 1 | +21.3% | 0.0% | -0.7% | -0.4% | +1.1% | +1.4% | -3.9% | 109% | Mild Up / Medium (15-25) | +20% |
| 2023-05-03 Wednesday | 2 | -9.2% | -9.7% | 0.0% | +9.3% | -1.9% | +13.4% | -9.7% | 118% | Sideways / Medium (15-25) | +27% |
| 2023-02-14 Tuesday | -14.0% | +2.9% | +7.2% | -14.1% | -24.2% | +8.3% | -19.5% | 54% | Strong Up / Medium (15-25) | -33% | |
| 2022-11-02 Wednesday | -10.9% | 0.0% | +2.6% | +3.6% | +3.3% | +8.6% | -3.4% | 49% | Sideways / High (>25) | +150% | |
| 2022-08-02 Tuesday | 2 | +34.6% | 0.0% | +13.0% | -9.2% | -0.3% | +20.5% | -13.3% | 84% | Strong Up / Medium (15-25) | +74% |
| 2022-05-03 Tuesday | 1 | -8.6% | +0.7% | 0.0% | +6.2% | +15.6% | +21.4% | -7.6% | 57% | Strong Down / High (>25) | +65% |
| 2022-02-08 Tuesday | -10.7% | +0.5% | -0.2% | -5.0% | -22.0% | +0.5% | -25.3% | 72% | Mild Down / Medium (15-25) | +2% | |
| 2021-11-02 Tuesday | 1 | +22.1% | +1.8% | +7.6% | +10.7% | -7.1% | +20.9% | -1.8% | 47% | Strong Up / Medium (15-25) | +25% |
| 2021-08-03 Tuesday | -4.8% | -0.2% | -0.7% | -2.9% | -6.0% | +3.3% | -20.1% | 34% | Mild Down / Medium (15-25) | +11% | |
| 2021-04-27 Tuesday | -0.9% | +0.2% | +1.1% | -6.0% | -12.4% | +3.1% | -17.6% | 62% | Strong Up / Medium (15-25) | +31% | |
| 2021-02-09 Tuesday | +7.4% | +2.8% | +1.0% | -8.4% | -25.5% | +6.9% | -33.2% | 67% | Mild Up / Medium (15-25) | -9% | |
| 2020-10-27 Tuesday | 1 | -13.7% | -2.6% | -13.4% | -8.8% | 0.0% | +1.2% | -22.3% | 72% | Sideways / High (>25) | -28% |
| 2020-07-28 Tuesday | 2 | +12.0% | +0.3% | 0.0% | +6.0% | -5.5% | +7.1% | -7.7% | 81% | Strong Up / High (>25) | -18% |
| 2020-04-23 Thursday | 2 | +16.1% | +0.8% | +2.8% | -9.4% | -23.6% | +6.2% | -25.4% | 65% | Strong Up / High (>25) | +4% |
| 2020-02-11 Tuesday | 1 | +27.1% | -2.8% | +15.7% | +42.4% | -5.0% | +75.7% | -7.4% | 85% | Mild Up / Medium (15-25) | -22% |
| 2019-11-06 Wednesday | 1 | -3.8% | -2.6% | -9.2% | -2.9% | +1.8% | +5.3% | -44.7% | 78% | Strong Up / Low (<15) | -19% |
| 2019-07-30 Tuesday | -9.7% | +1.2% | +6.0% | -6.7% | +12.4% | +22.6% | -4.8% | 54% | Mild Up / Low (<15) | -19% | |
| 2019-05-09 Thursday | 1 | -7.4% | -4.0% | +8.0% | -4.6% | -18.5% | +10.0% | -19.0% | 60% | Strong Down / Medium (15-25) | -7% |
| 2019-02-19 Tuesday | -11.4% | -3.0% | +5.0% | +8.5% | +7.5% | +28.7% | -4.0% | 58% | Sideways / Low (<15) | -21% | |
| 2018-10-30 Tuesday | 1 | -26.6% | +6.9% | +2.9% | +7.6% | -2.9% | +19.6% | -8.8% | 90% | Strong Down / Medium (15-25) | -18% |
| 2018-07-31 Tuesday | -18.1% | 0.0% | +1.2% | -4.6% | -2.3% | +7.6% | -6.4% | 41% | Sideways / Low (<15) | -5% | |
| 2018-05-02 Wednesday | -1.8% | -1.2% | -6.1% | +13.1% | +27.4% | +28.2% | -8.0% | 41% | Sideways / Medium (15-25) | -7% | |
| 2018-02-13 Tuesday | 2 | -27.3% | +3.4% | +5.4% | +6.4% | +15.9% | +28.9% | -2.0% | 64% | Mild Up / Medium (15-25) | +6% |
| 2017-10-31 Tuesday | 1 | -40.9% | -0.6% | -1.1% | +5.0% | +9.5% | +19.3% | -3.3% | 169% | Strong Up / Low (<15) | +2% |
| 2017-08-01 Tuesday | 1 | -4.1% | +4.7% | -4.7% | -7.3% | +8.0% | +18.9% | -15.3% | 94% | Strong Up / Low (<15) | -- |
| 2017-05-02 Tuesday | 1 | +29.2% | -0.6% | +9.3% | +4.9% | +15.5% | +34.2% | -4.0% | 65% | Mild Down / Low (<15) | +23% |
| 2017-02-14 Tuesday | +3.2% | 0.0% | -3.9% | +9.4% | +11.5% | +18.9% | -5.5% | 49% | Mild Up / Low (<15) | +4% | |
| 2016-10-27 Thursday | +10.1% | +2.1% | +0.5% | +7.0% | +7.0% | +12.4% | -3.2% | 50% | Mild Up / Medium (15-25) | +22% | |
| 2016-07-28 Thursday | -3.1% | +2.7% | +3.2% | +2.1% | -9.8% | +15.5% | -13.9% | 60% | Strong Up / Low (<15) | -13% | |
| 2016-04-28 Thursday | 1 | -14.7% | +0.4% | +4.7% | -9.9% | -5.3% | +8.2% | -11.6% | 74% | Sideways / Medium (15-25) | +4% |
| 2016-02-04 Thursday | -6.2% | +2.0% | 0.0% | -8.2% | +26.7% | +41.0% | -8.7% | 65% | Strong Down / Medium (15-25) | -12% | |
| 2015-10-22 Thursday | 1 | +58.2% | -8.0% | -6.8% | -2.0% | +1.3% | +27.6% | -14.1% | 116% | Strong Up / Low (<15) | +9% |
| 2015-07-23 Thursday | 1 | -7.0% | -2.5% | -1.9% | -14.7% | -29.3% | 0.0% | -35.0% | 67% | Mild Down / Low (<15) | -2% |
| 2015-04-23 Thursday | 1 | +30.1% | -0.9% | -6.7% | -4.3% | -5.7% | -0.4% | -13.8% | 68% | Mild Up / Low (<15) | -2% |
| 2015-02-05 Thursday | +4.0% | -3.1% | -3.1% | +28.0% | +46.4% | +55.0% | -3.9% | 67% | Mild Up / Medium (15-25) | +5% |
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_SQNS.json.
Automated, data-driven · educational only · not financial advice.