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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)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeStrong Down expl.-1.1%4
VIX levelMedium (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)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report22-1.9%+1.3%17.2-54.5% / +29.7%50%
Drift T-5 → report22-1.9%+1.4%14.1-44.7% / +14.1%55%
Overnight gap22+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 +5d22+1.6%-1.4%10.5-10.8% / +43.1%41%
Follow-through +20d22+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

BucketNMeanMedianStdWin%
Thursday19+0.7%-0.9%5.742%
Wednesday n<103-0.8%-0.2%1.733%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Mild Down n<102+8.1%+8.1%2.3100%
Strong Up n<107+0.6%-0.2%3.643%
Sideways n<107+0.3%-1.3%6.943%
Strong Down n<104-1.1%-1.7%2.725%
Mild Up n<102-3.8%-3.8%1.90%

Reaction by VIX level

BucketNMeanMedianStdWin%
Medium (15-25)17+1.6%-0.2%5.047%
High (>25) n<103-3.0%-3.8%2.10%
Low (<15) n<102-3.6%-3.6%7.450%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up n<107+8.1%+9.8%12.971%
Strong Down n<104-0.0%-0.2%7.450%
Sideways n<107-2.9%-5.1%10.143%
Mild Up n<102-16.0%-16.0%14.90%
Mild Down n<102-22.8%-22.8%31.650%
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-04-3039.9%+7.0%+2.2%0.17x
2026-02-2627.6%+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
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
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.