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Earnings Analysis
Why this page exists: TENB 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 TENB 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 -0.48 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -1.6% | 4 |
| VIX level | Medium (15-25) | -4.7% | 20 |
| Earnings weekday | Wednesday | -4.4% | 10 |
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
32
Avg reaction
-2.2%
Median reaction
-2.8%
Avg |move|
7.4%
Up rate
44%
Avg drift T-20
+3.2%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 32 | +3.2% | +2.2% | 10.7 | -26.1% / +27.7% | 62% |
| Drift T-5 → report | 32 | +1.8% | +1.7% | 5.9 | -12.2% / +13.3% | 62% |
| Overnight gap | 32 | +0.1% | +1.5% | 10.1 | -22.6% / +23.6% | 66% |
| Reaction day (close→close) | 32 | -2.2% | -2.8% | 9.2 | -19.1% / +17.9% | 44% |
| Follow-through +5d | 32 | +0.3% | -0.2% | 5.3 | -8.2% / +15.2% | 50% |
| Follow-through +20d | 32 | +0.7% | -2.6% | 10.5 | -15.3% / +24.2% | 41% |
| Max favorable excursion (20d) | 32 | +8.1% | +7.5% | 9.8 | -10.3% / +25.2% | 88% |
| Max adverse excursion (20d) | 32 | -11.9% | -11.7% | 9.1 | -29.8% / +8.8% | 6% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday | 21 | -0.4% | +1.0% | 9.9 | 52% |
| Wednesday | 10 | -4.4% | -3.4% | 4.8 | 30% |
| Monday n<10 | 1 | -19.1% | -19.1% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 11 | +3.8% | +1.1% | 7.6 | 64% |
| Strong Down n<10 | 4 | -1.6% | -0.4% | 4.1 | 50% |
| Mild Up n<10 | 7 | -3.5% | -4.6% | 10.2 | 29% |
| Mild Down n<10 | 5 | -4.3% | +0.2% | 6.5 | 60% |
| Sideways n<10 | 5 | -11.9% | -12.1% | 5.3 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 6 | +4.4% | +4.3% | 10.2 | 67% |
| Low (<15) n<10 | 6 | -0.4% | +0.3% | 12.0 | 50% |
| Medium (15-25) | 20 | -4.7% | -3.4% | 6.3 | 35% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 7 | +8.3% | +5.8% | 9.2 | 86% |
| Strong Up | 11 | +7.9% | +7.0% | 8.7 | 82% |
| Sideways n<10 | 5 | -0.4% | -2.5% | 7.6 | 40% |
| Mild Down n<10 | 5 | -3.5% | -5.3% | 7.5 | 40% |
| Strong Down n<10 | 4 | -6.2% | -3.1% | 12.3 | 25% |
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 |
|---|---|---|---|---|
| 2026-04-29 | 19.0% | -2.7% | -5.5% | 0.14x |
| 2026-02-04 | 16.5% | +0.2% | +6.8% | 0.01x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-29 Wednesday | +26.9% | -5.5% | -2.7% | +1.3% | +24.2% | +22.2% | -6.8% | 60% | Strong Up / Medium (15-25) | +15% | |
| 2026-02-04 Wednesday | -15.3% | +6.8% | +0.2% | +14.1% | +7.2% | +18.4% | -12.4% | 42% | Mild Down / Medium (15-25) | +16% | |
| 2025-10-29 Wednesday | -0.8% | +2.3% | +0.7% | -4.1% | -8.9% | +5.2% | -11.7% | 29% | Strong Up / Medium (15-25) | +13% | |
| 2025-07-30 Wednesday | -4.0% | +10.3% | -2.9% | -4.0% | -2.3% | +10.3% | -11.6% | 28% | Strong Up / Medium (15-25) | +12% | |
| 2025-04-29 Tuesday | -3.7% | -13.5% | -9.2% | +1.8% | +4.7% | +0.5% | -14.6% | 46% | Sideways / Medium (15-25) | +27% | |
| 2025-02-05 Wednesday | +7.6% | +0.9% | -7.8% | -0.6% | -6.3% | +1.1% | -14.3% | 35% | Strong Down / Medium (15-25) | +19% | |
| 2024-10-30 Wednesday | +1.2% | +4.3% | -3.9% | +6.0% | +5.7% | +4.9% | -7.1% | 28% | Strong Up / Medium (15-25) | +9% | |
| 2024-07-31 Wednesday | +5.3% | -21.4% | -7.5% | -4.9% | -3.4% | -6.0% | -23.2% | 43% | Mild Down / Medium (15-25) | +32% | |
| 2024-05-01 Wednesday | -5.8% | -1.2% | +0.4% | -0.8% | -7.4% | +1.6% | -7.6% | 31% | Mild Down / Medium (15-25) | +43% | |
| 2024-02-06 Tuesday | +8.7% | +8.0% | +5.3% | -1.6% | -9.1% | +12.3% | -5.8% | 21% | Strong Up / Low (<15) | +84% | |
| 2023-11-01 Wednesday | -5.3% | -16.9% | -15.8% | +5.8% | +17.1% | +1.0% | -19.4% | 35% | Mild Down / Medium (15-25) | +25% | |
| 2023-07-25 Tuesday | +7.0% | +12.0% | +10.2% | +2.0% | -6.7% | +13.7% | -0.4% | 27% | Strong Up / Low (<15) | +70% | |
| 2023-04-24 Monday | +1.6% | -22.6% | -19.1% | -1.0% | +9.5% | -10.3% | -24.4% | 30% | Sideways / Medium (15-25) | +268% | |
| 2023-02-07 Tuesday | 1 | +16.3% | +7.3% | +5.1% | -1.1% | -2.9% | +8.0% | -2.6% | 54% | Strong Up / Medium (15-25) | +73% |
| 2022-10-25 Tuesday | -1.9% | +8.4% | +15.0% | +1.4% | -5.3% | +23.1% | -1.3% | 62% | Mild Up / High (>25) | +397% | |
| 2022-07-26 Tuesday | -10.1% | -11.9% | -15.6% | +2.9% | +9.7% | +1.3% | -18.2% | 57% | Sideways / Medium (15-25) | +260% | |
| 2022-04-26 Tuesday | -2.9% | +0.3% | +2.1% | -2.2% | -13.8% | +8.2% | -26.1% | 48% | Strong Down / High (>25) | +21% | |
| 2022-02-01 Tuesday | -3.3% | +0.1% | -2.8% | +0.2% | +13.6% | +10.8% | -16.9% | 62% | Strong Down / Medium (15-25) | +100% | |
| 2021-10-26 Tuesday | +12.6% | +6.3% | +1.1% | +1.1% | -3.0% | +9.8% | -4.2% | 30% | Strong Up / Medium (15-25) | +230% | |
| 2021-07-27 Tuesday | +3.9% | +5.2% | +1.0% | +0.4% | -5.4% | +5.6% | -10.2% | 38% | Mild Down / Medium (15-25) | +90% | |
| 2021-04-27 Tuesday | +14.7% | +1.9% | -5.0% | -6.9% | +1.7% | +2.2% | -14.8% | 35% | Strong Up / Medium (15-25) | +133% | |
| 2021-02-02 Tuesday | +1.1% | -8.5% | -11.6% | -1.9% | -15.3% | -6.2% | -25.3% | 46% | Mild Up / High (>25) | +113% | |
| 2020-10-27 Tuesday | -2.5% | +4.5% | -3.6% | +0.6% | -4.1% | +7.0% | -9.9% | 37% | Sideways / High (>25) | +251% | |
| 2020-07-28 Tuesday | +4.2% | +14.1% | +17.9% | -5.9% | -0.9% | +20.2% | +3.9% | 41% | Strong Up / High (>25) | +178% | |
| 2020-04-28 Tuesday | +10.3% | +5.2% | +6.6% | -0.8% | +15.0% | +24.9% | -1.9% | 55% | Mild Up / High (>25) | +52% | |
| 2020-02-04 Tuesday | +12.5% | +1.1% | -4.3% | +1.6% | -10.0% | +1.1% | -19.0% | 22% | Mild Up / Medium (15-25) | +10% | |
| 2019-10-29 Tuesday | +0.6% | +23.6% | +16.1% | -4.6% | +5.6% | +25.2% | +8.8% | 30% | Strong Up / Low (<15) | +37% | |
| 2019-07-30 Tuesday | +5.8% | -11.0% | -17.4% | -7.7% | -13.1% | -9.0% | -29.8% | 19% | Mild Up / Low (<15) | +32% | |
| 2019-04-30 Tuesday | +12.9% | +1.0% | -12.1% | -8.2% | -9.6% | +1.0% | -24.9% | 27% | Sideways / Low (<15) | +28% | |
| 2019-02-05 Tuesday | +27.7% | -4.2% | -8.5% | +8.4% | +12.9% | +10.1% | -13.7% | 51% | Mild Up / Medium (15-25) | +16% | |
| 2018-10-30 Tuesday | 1 | -26.1% | +4.1% | +2.1% | +1.5% | -1.5% | +17.4% | -8.7% | 67% | Strong Down / Medium (15-25) | +25% |
| 2018-09-05 Wednesday | +2.9% | -6.7% | -4.6% | +15.2% | +23.5% | +22.1% | -7.6% | 51% | Mild Up / Low (<15) | +9% |
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_TENB.json.
Automated, data-driven · educational only · not financial advice.