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Why this page exists: SWKS habitually moves BEFORE earnings when it pre-announces (guidance raises, preliminary results, business updates). 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 SWKS earnings date (source: exchange calendar).
Historical pre-announcements landed 5–5 trading days before the report (median 5).
Projected watch window: Jul 21 → Jul 21 · most likely around Tue Jul 21.
Pre-announcement weekdays so far: Tuesday ×1. Documented pre-announcement rate in the modern era: 33% of the last 3 cycles.

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 -0.59 (Bearish)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeStrong Down expl.-6.2%6
VIX levelMedium (15-25)-1.6%26
Earnings weekdayTuesday-1.8%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
-1.0%
Median reaction
-1.0%
Avg |move|
5.5%
Up rate
41%
Avg drift T-20
+1.8%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report46+1.8%+0.5%11.6-19.4% / +35.9%50%
Drift T-5 → report46+1.2%+1.0%5.2-10.3% / +19.0%65%
Overnight gap46-1.2%-1.6%6.9-28.2% / +17.5%37%
Reaction day (close→close)46-1.0%-1.0%7.1-24.7% / +13.0%41%
Follow-through +5d46-0.5%-0.4%4.6-12.7% / +8.0%46%
Follow-through +20d46+0.6%+0.7%8.8-23.5% / +25.2%52%
Max favorable excursion (20d)46+6.0%+5.2%9.2-20.9% / +24.9%78%
Max adverse excursion (20d)46-8.7%-6.9%8.5-28.8% / +7.9%20%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Monday n<107+2.1%-1.3%6.743%
Thursday25-0.7%-2.5%5.840%
Tuesday11-1.8%-0.4%6.936%
Wednesday n<103-7.9%+0.5%11.967%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Mild Up12+2.5%+0.9%5.850%
Sideways10+0.7%+1.1%5.660%
Strong Up12-1.9%-2.5%6.133%
Mild Down n<106-3.7%-3.8%6.433%
Strong Down n<106-6.2%-4.2%9.417%

Reaction by VIX level

BucketNMeanMedianStdWin%
High (>25) n<107+2.6%+5.1%5.457%
Low (<15)13-1.6%-4.3%5.523%
Medium (15-25)26-1.6%-0.5%7.946%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up12+10.2%+9.8%15.175%
Mild Up12+2.8%+1.2%7.958%
Sideways10-1.0%-1.7%7.050%
Mild Down n<106-3.8%-2.5%5.517%
Strong Down n<106-6.4%-7.6%9.517%
Documented pre-announcements
DateSignalEventLeadDay retNext dayTo earnings
2025-10-28
Tuesday
POSITIVEPreliminary Q4/FY25 results: Q4 revenue $1.10B, non-GAAP EPS $1.76 (above September-quarter guide); issued alongside the ~$22B Qorvo merger agreement5d+5.8%-1.9%-10.3%
The habit: every documented pre-announcement landed inside the last 5–5 trading days before the report. Positive pre-announcements (guidance raises) came with continued drift into earnings; negative preliminary results did not mean-revert before the report. Sample is small (n=1) — treat as exploratory, but the LEAD-TIME clustering is the actionable part: once inside the window, gap risk is two-sided and elevated.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-05-0512.5%-10.5%-6.2%0.84x
2026-02-0312.9%+5.5%+5.0%0.43x
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
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
2026-05-05
Tuesday
1+31.8%-6.2%-10.5%+2.1%+25.2%+18.4%-15.2%46%Strong Up / Medium (15-25)+10%
2026-02-03
Tuesday
-14.2%+5.0%+5.5%+5.6%-3.5%+14.8%+1.0%51%Mild Down / Medium (15-25)+10%
2025-11-04
Tuesday
POSITIVE -3.2%+2.6%+2.0%-6.3%-4.5%+5.1%-15.6%51%Mild Up / Medium (15-25)+15%
2025-08-05
Tuesday
-13.2%+2.2%-0.2%+6.2%+10.0%+15.5%-2.9%19%Strong Up / Medium (15-25)+7%
2025-05-07
Wednesday
2+35.9%+0.1%+0.6%+7.4%+6.3%+10.8%-2.9%86%Strong Up / Medium (15-25)+3%
2025-02-05
Wednesday
-4.2%-28.2%-24.7%+0.9%+3.1%-20.9%-28.8%25%Strong Down / Medium (15-25)+2%
2024-11-12
Tuesday
-11.7%-2.6%-4.4%+0.5%+8.3%+5.3%-5.6%36%Strong Up / Low (<15)+2%
2024-07-30
Tuesday
+10.6%-4.9%-3.5%-12.7%-4.6%-3.0%-18.3%36%Strong Down / Medium (15-25)-0%
2024-04-30
Tuesday
-0.0%-14.6%-15.3%+2.5%+0.4%-10.2%-16.4%30%Mild Down / Medium (15-25)+2%
2024-01-30
Tuesday
-7.2%+3.0%+0.1%-1.4%-1.9%+3.2%-4.7%31%Strong Up / Low (<15)+1%
2023-11-02
Thursday
-7.5%-3.5%+1.7%-5.0%+8.6%+10.9%-4.2%23%Sideways / Medium (15-25)+5%
2023-08-07
Monday
-1.8%-3.2%-1.3%+0.1%+1.0%+0.6%-6.9%22%Mild Up / Medium (15-25)+3%
2023-05-08
Monday
-5.9%-12.5%-5.2%-0.3%+4.4%+2.8%-12.5%25%Mild Up / Medium (15-25)-0%
2023-02-06
Monday
+14.5%+4.9%+12.5%-1.8%-8.4%+13.2%+0.5%34%Strong Up / Medium (15-25)-0%
2022-11-03
Thursday
-11.1%+4.8%+6.8%+6.0%+7.6%+19.6%+3.8%47%Sideways / High (>25)+4%
2022-08-04
Thursday
+15.6%-0.5%-0.8%-2.1%-11.1%+1.0%-14.9%31%Strong Up / Medium (15-25)+4%
2022-05-03
Tuesday
-11.0%-4.5%-5.0%-9.5%-5.0%-3.9%-18.3%44%Strong Down / High (>25)+0%
2022-02-03
Thursday
-12.4%-2.8%-2.5%+4.3%+1.0%+5.2%-6.9%42%Strong Down / Medium (15-25)+1%
2021-11-04
Thursday
+5.6%-1.9%-4.3%-1.3%-8.6%-1.2%-15.5%22%Strong Up / Medium (15-25)+3%
2021-07-29
Thursday
+2.6%-6.1%-6.2%+0.7%-1.6%-3.5%-11.6%21%Sideways / Medium (15-25)+0%
2021-04-29
Thursday
+7.8%-6.7%-8.3%-3.0%-5.5%-5.6%-19.0%29%Strong Up / Medium (15-25)+1%
2021-01-28
Thursday
+6.2%+17.5%+5.9%+5.8%+5.3%+22.9%+4.7%39%Sideways / High (>25)+61%
2020-11-02
Monday
-6.3%-0.1%-2.3%+4.2%+4.1%+6.9%-5.2%29%Mild Down / High (>25)+21%
2020-07-23
Thursday
+7.1%-2.9%-2.8%+8.0%+7.2%+10.7%-5.0%20%Mild Up / High (>25)+10%
2020-05-04
Monday
1+24.1%+4.5%+5.1%+5.4%+18.7%+24.9%+2.7%63%Strong Up / High (>25)+1%
2020-01-23
Thursday
+6.8%-1.3%-4.6%-5.0%-5.9%+0.2%-12.7%25%Mild Up / Low (<15)+1%
2019-11-12
Tuesday
+17.3%-5.9%-0.4%-4.5%+8.5%+8.5%-6.2%29%Mild Up / Low (<15)+1%
2019-08-07
Wednesday
-0.0%-4.0%+0.5%-5.3%-0.6%+0.6%-10.0%35%Mild Down / Medium (15-25)+1%
2019-05-02
Thursday
+6.4%-2.4%-3.5%-4.5%-23.5%-0.9%-26.5%26%Sideways / Low (<15)+3%
2019-02-05
Tuesday
+17.8%+7.9%+11.5%-1.3%-3.9%+15.2%+5.2%27%Mild Up / Medium (15-25)+0%
2018-11-08
Thursday
-2.2%-7.2%-8.1%-4.6%-11.6%-4.2%-20.7%39%Strong Down / Medium (15-25)+1%
2018-07-19
Thursday
+2.5%+0.8%-5.4%-1.6%-5.4%+1.4%-11.3%24%Mild Down / Low (<15)+3%
2018-05-03
Thursday
-6.6%-2.6%+4.3%+0.9%+5.3%+10.2%-4.6%34%Mild Up / Medium (15-25)+2%
2018-02-05
Monday
-6.5%+6.7%+10.4%-0.4%+7.3%+18.9%+4.2%37%Sideways / High (>25)+5%
2017-11-06
Monday
+11.1%-5.5%-4.4%-0.8%-12.0%-2.6%-17.8%26%Strong Up / Low (<15)+4%
2017-07-20
Thursday
+4.2%-0.8%-0.2%-0.4%-4.6%+0.8%-5.9%24%Mild Up / Low (<15)+3%
2017-04-27
Thursday
+7.2%-1.4%-4.3%+1.2%+6.6%+3.1%-5.5%20%Sideways / Low (<15)+3%
2017-01-19
Thursday
+1.3%+8.3%+13.0%+2.6%+4.6%+20.8%+7.9%24%Mild Up / Low (<15)+2%
2016-11-03
Thursday
-5.9%-2.8%+0.5%+1.1%-1.9%+7.7%-3.7%16%Sideways / Medium (15-25)+3%
2016-07-21
Thursday
+8.5%-5.9%-8.6%+2.6%+11.3%+2.0%-12.0%54%Strong Up / Low (<15)+2%
2016-04-28
Thursday
-7.9%-1.9%-6.9%-3.7%-0.6%+0.3%-15.5%23%Sideways / Medium (15-25)+0%
2016-01-28
Thursday
-19.4%+6.2%+6.4%-4.2%-5.4%+8.6%-15.5%59%Strong Down / Medium (15-25)+1%
2015-11-05
Thursday
+1.1%+4.7%+7.1%-11.8%+2.6%+10.7%-8.3%40%Mild Up / Medium (15-25)+0%
2015-07-23
Thursday
-4.9%+3.2%-5.2%-1.0%-15.4%+3.3%-19.9%42%Mild Down / Low (<15)+4%
2015-04-30
Thursday
-4.7%+3.9%+6.6%-1.2%+11.4%+19.8%+0.1%22%Mild Up / Low (<15)+2%
2015-01-22
Thursday
+6.6%-1.2%+1.9%+4.1%+4.4%+7.1%-2.5%32%Sideways / Medium (15-25)+6%
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_SWKS.json.
Automated, data-driven · educational only · not financial advice.