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Earnings Analysis
Why this page exists: THRY 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, August 04, 2026
Next confirmed THRY 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 +0.06 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -1.1% | 4 |
| VIX level | Medium (15-25) | +1.6% | 17 |
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
22
Avg reaction
+0.5%
Median reaction
-0.6%
Avg |move|
4.4%
Up rate
41%
Avg drift T-20
-1.9%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 22 | -1.9% | +1.3% | 17.2 | -54.5% / +29.7% | 50% |
| Drift T-5 → report | 22 | -1.9% | +1.4% | 14.1 | -44.7% / +14.1% | 55% |
| Overnight gap | 22 | +0.7% | +0.7% | 3.0 | -3.9% / +11.7% | 59% |
| Reaction day (close→close) | 22 | +0.5% | -0.6% | 5.4 | -11.1% / +10.5% | 41% |
| Follow-through +5d | 22 | +1.6% | -1.4% | 10.5 | -10.8% / +43.1% | 41% |
| Follow-through +20d | 22 | +0.0% | -0.1% | 10.4 | -27.0% / +14.6% | 50% |
| Max favorable excursion (20d) | 22 | +13.0% | +9.9% | 15.9 | -2.0% / +75.7% | 91% |
| Max adverse excursion (20d) | 22 | -10.2% | -9.3% | 8.1 | -35.7% / +0.5% | 9% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday | 19 | +0.7% | -0.9% | 5.7 | 42% |
| Wednesday n<10 | 3 | -0.8% | -0.2% | 1.7 | 33% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 2 | +8.1% | +8.1% | 2.3 | 100% |
| Strong Up n<10 | 7 | +0.6% | -0.2% | 3.6 | 43% |
| Sideways n<10 | 7 | +0.3% | -1.3% | 6.9 | 43% |
| Strong Down n<10 | 4 | -1.1% | -1.7% | 2.7 | 25% |
| Mild Up n<10 | 2 | -3.8% | -3.8% | 1.9 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 17 | +1.6% | -0.2% | 5.0 | 47% |
| High (>25) n<10 | 3 | -3.0% | -3.8% | 2.1 | 0% |
| Low (<15) n<10 | 2 | -3.6% | -3.6% | 7.4 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 7 | +8.1% | +9.8% | 12.9 | 71% |
| Strong Down n<10 | 4 | -0.0% | -0.2% | 7.4 | 50% |
| Sideways n<10 | 7 | -2.9% | -5.1% | 10.1 | 43% |
| Mild Up n<10 | 2 | -16.0% | -16.0% | 14.9 | 0% |
| Mild Down n<10 | 2 | -22.8% | -22.8% | 31.6 | 50% |
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 |
|---|---|---|---|---|
| 2026-04-30 | 39.9% | +7.0% | +2.2% | 0.17x |
| 2026-02-26 | 27.6% | +10.5% | -2.9% | 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-30 Thursday | 1 | +29.7% | +2.2% | +7.0% | -2.9% | +1.3% | +17.0% | -10.6% | 72% | Strong Up / Medium (15-25) | +426% |
| 2026-02-26 Thursday | 1 | -54.5% | -2.9% | +10.5% | +43.1% | +12.1% | +75.7% | -9.1% | 222% | Mild Down / Medium (15-25) | +36% |
| 2025-10-30 Thursday | 1 | -30.9% | -2.0% | -5.6% | -10.8% | -27.0% | -2.0% | -35.7% | 131% | Mild Up / Medium (15-25) | -22% |
| 2025-07-30 Wednesday | +3.7% | 0.0% | +0.8% | +4.5% | -0.5% | +9.3% | -7.3% | 47% | Strong Up / Medium (15-25) | +11% | |
| 2025-05-01 Thursday | 1 | -5.1% | +0.5% | +9.4% | -0.1% | -2.3% | +24.5% | +0.5% | 85% | Sideways / Medium (15-25) | -63% |
| 2025-02-27 Thursday | +4.4% | -1.3% | -1.3% | -2.0% | -16.2% | -0.1% | -18.7% | 47% | Sideways / Medium (15-25) | +212% | |
| 2024-11-07 Thursday | 1 | -10.8% | -2.0% | -5.0% | -2.7% | +11.1% | +10.5% | -13.7% | 92% | Strong Up / Medium (15-25) | -185% |
| 2024-08-01 Thursday | +6.9% | -3.9% | -3.2% | -7.7% | +2.8% | +1.4% | -15.5% | 40% | Strong Down / Medium (15-25) | -21% | |
| 2024-05-02 Thursday | +11.2% | +1.6% | -11.1% | -1.9% | -2.0% | +1.6% | -16.8% | 40% | Sideways / Low (<15) | -33% | |
| 2024-02-22 Thursday | -6.2% | -0.7% | +3.8% | +5.2% | +10.3% | +18.0% | -3.0% | 56% | Strong Up / Low (<15) | +9% | |
| 2023-11-02 Thursday | -10.7% | +1.9% | +6.8% | +0.2% | +0.4% | +10.8% | -0.2% | 44% | Sideways / Medium (15-25) | +5% | |
| 2023-08-03 Thursday | -1.1% | +1.4% | -1.9% | +2.3% | -14.0% | +1.6% | -16.7% | 20% | Mild Up / Medium (15-25) | +22% | |
| 2023-05-04 Thursday | 1 | -11.6% | +0.1% | +6.4% | -1.2% | +14.6% | +23.0% | +0.1% | 45% | Sideways / Medium (15-25) | +47% |
| 2023-02-23 Thursday | +9.8% | -2.2% | -0.2% | -3.4% | -8.7% | +0.7% | -14.0% | 32% | Strong Up / Medium (15-25) | +28% | |
| 2022-11-03 Thursday | -16.9% | +1.0% | -5.1% | +9.6% | +6.5% | +8.0% | -7.5% | 48% | Sideways / High (>25) | +31% | |
| 2022-08-04 Thursday | +13.2% | -0.1% | -0.9% | +5.5% | -1.3% | +8.7% | -5.2% | 36% | Strong Up / Medium (15-25) | +94% | |
| 2022-05-04 Wednesday | -7.5% | +2.0% | -0.2% | -10.1% | -4.9% | +10.4% | -13.0% | 37% | Strong Down / High (>25) | +32% | |
| 2022-03-10 Thursday | -7.2% | +1.2% | -3.8% | +8.6% | -2.3% | +6.3% | -6.5% | 41% | Strong Down / High (>25) | +151% | |
| 2021-11-11 Thursday | 1 | +17.2% | +2.7% | -1.4% | +7.0% | +5.2% | +16.2% | -2.7% | 54% | Strong Up / Medium (15-25) | +37% |
| 2021-08-11 Wednesday | +8.4% | +1.2% | -3.1% | -2.5% | -10.2% | +1.2% | -15.7% | 43% | Sideways / Medium (15-25) | -23% | |
| 2021-05-13 Thursday | 1 | +7.8% | +3.3% | +2.9% | -4.0% | +14.4% | +24.2% | -9.6% | 87% | Strong Down / Medium (15-25) | +79% |
| 2021-03-25 Thursday | 2 | +8.8% | +11.7% | +5.8% | -1.6% | +10.8% | +17.9% | -4.2% | 93% | Mild Down / Medium (15-25) | +1173% |
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_THRY.json.
Automated, data-driven · educational only · not financial advice.