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Earnings Analysis
Why this page exists: TTMI 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, August 05, 2026
Next confirmed TTMI 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 +0.41 (Bullish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +4.0% | 4 |
| VIX level | Medium (15-25) | +3.6% | 27 |
| Earnings weekday | Wednesday | +2.3% | 43 |
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
+2.3%
Median reaction
+0.5%
Avg |move|
8.0%
Up rate
57%
Avg drift T-20
+4.0%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +4.0% | +1.0% | 11.0 | -13.5% / +41.1% | 54% |
| Drift T-5 → report | 46 | +1.5% | +1.0% | 5.4 | -11.0% / +15.2% | 59% |
| Overnight gap | 46 | +1.8% | +2.4% | 9.8 | -25.6% / +30.0% | 63% |
| Reaction day (close→close) | 46 | +2.3% | +0.5% | 10.1 | -18.5% / +22.7% | 57% |
| Follow-through +5d | 46 | +0.7% | +0.0% | 5.5 | -11.7% / +13.0% | 50% |
| Follow-through +20d | 46 | +2.9% | +1.3% | 10.8 | -26.6% / +28.0% | 65% |
| Max favorable excursion (20d) | 46 | +13.2% | +12.1% | 13.3 | -12.3% / +51.6% | 87% |
| Max adverse excursion (20d) | 46 | -6.9% | -5.7% | 10.8 | -33.5% / +12.8% | 33% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday n<10 | 1 | +22.7% | +22.7% | 0.0 | 100% |
| Wednesday | 43 | +2.3% | +0.7% | 9.7 | 56% |
| Tuesday n<10 | 2 | -6.7% | -6.7% | 6.9 | 50% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Down n<10 | 4 | +4.0% | +3.5% | 13.2 | 50% |
| Mild Up | 11 | +3.7% | +0.3% | 8.0 | 55% |
| Strong Up | 17 | +2.1% | -0.2% | 10.5 | 47% |
| Sideways n<10 | 8 | +1.4% | +0.5% | 9.8 | 75% |
| Mild Down n<10 | 6 | +0.5% | +1.7% | 9.8 | 67% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 27 | +3.6% | +0.7% | 10.3 | 59% |
| Low (<15) | 14 | +1.9% | +3.8% | 10.2 | 64% |
| High (>25) n<10 | 5 | -3.2% | -0.8% | 6.2 | 20% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 17 | +10.3% | +7.5% | 10.4 | 82% |
| Mild Down n<10 | 6 | +5.7% | -0.1% | 14.0 | 50% |
| Mild Up | 11 | +1.0% | -1.8% | 7.7 | 36% |
| Sideways n<10 | 8 | -1.4% | -3.0% | 5.9 | 38% |
| Strong Down n<10 | 4 | -6.4% | -6.8% | 6.7 | 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 | 20.2% | +15.1% | +30.0% | 0.75x |
| 2026-02-04 | 20.0% | -3.8% | -9.5% | 0.19x |
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 | 3 | +41.1% | +30.0% | +15.1% | +4.1% | +18.7% | +46.0% | +7.9% | 72% | Strong Up / Medium (15-25) | +12% |
| 2026-02-04 Wednesday | 3 | +36.6% | -9.5% | -3.8% | -0.7% | +6.9% | +17.9% | -15.0% | 92% | Mild Down / Medium (15-25) | +3% |
| 2025-10-29 Wednesday | +7.5% | -4.5% | -2.4% | +13.0% | +10.2% | +13.1% | -12.7% | 48% | Strong Up / Medium (15-25) | +11% | |
| 2025-07-30 Wednesday | +20.0% | -3.2% | -3.0% | -8.6% | -5.8% | +5.0% | -19.6% | 50% | Strong Up / Medium (15-25) | +11% | |
| 2025-04-30 Wednesday | 2 | -3.3% | +22.0% | +16.6% | +11.1% | +28.0% | +51.6% | +12.8% | 71% | Sideways / Medium (15-25) | +27% |
| 2025-02-05 Wednesday | -1.0% | +22.7% | +7.8% | -4.0% | -15.0% | +22.7% | -11.5% | 37% | Strong Down / Medium (15-25) | +27% | |
| 2024-10-30 Wednesday | +7.1% | +8.4% | +13.8% | +11.5% | +7.6% | +29.3% | +6.5% | 34% | Strong Up / Medium (15-25) | +1% | |
| 2024-07-31 Wednesday | -0.4% | +2.4% | +0.8% | -11.7% | -0.1% | +6.9% | -12.8% | 44% | Mild Down / Medium (15-25) | +15% | |
| 2024-05-01 Wednesday | -0.3% | +6.7% | +12.7% | +6.1% | +12.4% | +28.6% | +5.8% | 24% | Mild Down / Medium (15-25) | +14% | |
| 2024-02-07 Wednesday | -2.2% | +0.8% | +5.3% | +0.2% | -1.8% | +14.4% | +0.4% | 23% | Strong Up / Low (<15) | +13% | |
| 2023-11-01 Wednesday | 1 | +0.2% | +5.2% | +8.5% | +0.3% | +7.1% | +16.3% | +4.0% | 51% | Mild Down / Medium (15-25) | +56% |
| 2023-08-02 Wednesday | +6.5% | +0.6% | +0.3% | +0.1% | +1.2% | +4.1% | -3.8% | 20% | Mild Up / Medium (15-25) | +60% | |
| 2023-05-03 Wednesday | -11.8% | +2.6% | +0.7% | +1.6% | +16.5% | +24.4% | -1.9% | 24% | Sideways / Medium (15-25) | -4% | |
| 2023-02-08 Wednesday | -2.8% | -8.7% | -14.0% | +4.6% | -2.1% | -8.7% | -17.4% | 37% | Strong Up / Medium (15-25) | +7% | |
| 2022-11-02 Wednesday | +5.5% | -5.3% | -15.1% | +7.4% | +26.1% | +9.0% | -15.5% | 40% | Sideways / High (>25) | +29% | |
| 2022-08-03 Wednesday | +15.0% | +9.2% | +22.4% | -1.8% | -4.8% | +29.5% | +8.0% | 33% | Strong Up / Medium (15-25) | +64% | |
| 2022-05-04 Wednesday | +1.5% | +3.9% | -0.8% | -3.4% | +1.0% | +4.5% | -8.1% | 34% | Strong Down / High (>25) | +3% | |
| 2022-02-09 Wednesday | -5.0% | -25.6% | -18.0% | +5.3% | +8.8% | -9.4% | -31.9% | 28% | Mild Down / Medium (15-25) | +10% | |
| 2021-10-27 Wednesday | +7.2% | -9.2% | -4.2% | +7.4% | +9.4% | +7.3% | -13.8% | 11% | Strong Up / Medium (15-25) | +1% | |
| 2021-07-28 Wednesday | -3.8% | +5.1% | +0.3% | +1.2% | +1.8% | +7.8% | -0.2% | 8% | Sideways / Medium (15-25) | +21% | |
| 2021-04-28 Wednesday | +5.0% | +0.7% | -0.4% | -1.4% | +0.1% | +0.8% | -4.6% | 13% | Strong Up / Medium (15-25) | -1% | |
| 2021-02-03 Wednesday | -2.8% | +9.7% | +2.3% | +0.1% | +0.6% | +9.7% | +1.2% | 16% | Sideways / Medium (15-25) | +46% | |
| 2020-10-28 Wednesday | +3.4% | +0.4% | +2.6% | -1.6% | +9.4% | +13.1% | -2.1% | 21% | Mild Down / High (>25) | +29% | |
| 2020-07-29 Wednesday | +4.8% | +2.4% | -0.2% | -0.5% | -5.1% | +2.6% | -10.1% | 42% | Strong Up / Medium (15-25) | +121% | |
| 2020-04-29 Wednesday | 1 | +12.5% | -1.1% | -0.3% | -4.9% | +0.3% | +5.0% | -13.3% | 74% | Strong Up / High (>25) | +218% |
| 2020-02-05 Wednesday | +0.9% | +6.1% | -1.1% | -6.5% | -12.4% | +7.8% | -18.6% | 30% | Mild Up / Medium (15-25) | +51% | |
| 2019-10-30 Wednesday | +11.2% | -14.5% | -11.0% | +6.4% | +15.8% | +4.2% | -14.5% | 31% | Strong Up / Low (<15) | -2% | |
| 2019-07-31 Wednesday | +6.7% | +13.3% | +11.5% | -8.3% | -13.0% | +16.9% | -7.7% | 46% | Mild Up / Medium (15-25) | +17% | |
| 2019-05-01 Wednesday | +7.5% | -6.8% | -8.3% | -4.2% | -26.6% | -1.5% | -33.5% | 26% | Sideways / Low (<15) | -5% | |
| 2019-02-06 Wednesday | +21.4% | -4.8% | -2.4% | +0.3% | -4.2% | +5.2% | -8.7% | 23% | Mild Up / Medium (15-25) | +10% | |
| 2018-10-30 Tuesday | -13.5% | -10.6% | -13.5% | +7.8% | +1.4% | -2.8% | -16.9% | 38% | Strong Down / Medium (15-25) | +11% | |
| 2018-08-01 Wednesday | -0.6% | +9.8% | +11.1% | -1.3% | -4.2% | +13.6% | +1.2% | 21% | Mild Up / Low (<15) | +29% | |
| 2018-05-02 Wednesday | -5.4% | +8.9% | +14.2% | -0.1% | +8.6% | +24.0% | +5.2% | 31% | Sideways / Medium (15-25) | +2% | |
| 2018-02-07 Wednesday | -6.7% | -4.4% | -2.2% | +2.8% | +6.7% | +7.4% | -7.6% | 35% | Mild Up / High (>25) | +11% | |
| 2017-11-01 Wednesday | +1.0% | +5.2% | +8.1% | -1.2% | -4.4% | +11.7% | +0.4% | 20% | Strong Up / Low (<15) | +4% | |
| 2017-08-02 Wednesday | -1.2% | -12.8% | -18.5% | -3.8% | +0.3% | -12.3% | -25.9% | 34% | Strong Up / Low (<15) | -11% | |
| 2017-05-03 Wednesday | -5.9% | +6.8% | +3.6% | -1.2% | -1.5% | +7.5% | -2.2% | 30% | Mild Up / Low (<15) | +31% | |
| 2017-02-08 Wednesday | +12.1% | +6.0% | +9.6% | +2.5% | -6.0% | +14.7% | +0.1% | 24% | Strong Up / Low (<15) | +29% | |
| 2016-10-26 Wednesday | -2.0% | +7.4% | +20.1% | -3.1% | +0.6% | +32.0% | +3.5% | 32% | Mild Up / Low (<15) | +22% | |
| 2016-07-27 Wednesday | +21.4% | +7.5% | +12.5% | +7.3% | +10.0% | +27.2% | +7.1% | 32% | Strong Up / Low (<15) | +53% | |
| 2016-04-27 Wednesday | -2.4% | +6.1% | -0.8% | -2.6% | +14.1% | +13.5% | -5.8% | 28% | Mild Up / Low (<15) | +75% | |
| 2016-02-04 Thursday | -12.6% | -8.1% | +22.7% | -3.4% | +4.1% | +29.8% | -12.6% | 59% | Strong Down / Medium (15-25) | +29% | |
| 2015-10-28 Wednesday | +15.4% | -0.7% | +4.0% | +5.9% | +4.8% | +12.5% | -5.6% | 34% | Strong Up / Low (<15) | +44% | |
| 2015-08-05 Wednesday | -5.3% | -3.4% | -9.1% | -7.2% | -20.2% | -3.4% | -28.1% | 12% | Mild Up / Low (<15) | +19% | |
| 2015-05-05 Tuesday | +2.4% | +0.8% | +0.2% | -1.8% | +13.3% | +17.1% | -2.2% | 23% | Sideways / Low (<15) | -0% | |
| 2015-02-04 Wednesday | -1.8% | +3.4% | +9.8% | +9.4% | +15.8% | +29.1% | +2.4% | 29% | Mild Up / Medium (15-25) | +12% |
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_TTMI.json.
Automated, data-driven · educational only · not financial advice.