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Earnings Analysis
Why this page exists: TYL 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 TYL 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 +0.16 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | +0.9% | 4 |
| VIX level | Medium (15-25) | +0.8% | 25 |
| Earnings weekday | Wednesday | +0.4% | 45 |
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
+0.4%
Median reaction
+0.2%
Avg |move|
4.4%
Up rate
54%
Avg drift T-20
+2.9%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +2.9% | +4.6% | 7.6 | -23.4% / +15.7% | 74% |
| Drift T-5 → report | 46 | +0.6% | +1.1% | 3.4 | -8.9% / +11.4% | 59% |
| Overnight gap | 46 | -0.0% | +0.6% | 3.1 | -9.4% / +6.4% | 63% |
| Reaction day (close→close) | 46 | +0.4% | +0.2% | 5.8 | -15.4% / +10.1% | 54% |
| Follow-through +5d | 46 | -0.3% | -0.1% | 3.4 | -11.1% / +11.3% | 48% |
| Follow-through +20d | 46 | -0.7% | -1.0% | 6.8 | -17.8% / +20.4% | 39% |
| Max favorable excursion (20d) | 46 | +6.0% | +5.7% | 5.7 | -8.7% / +19.4% | 87% |
| Max adverse excursion (20d) | 46 | -6.7% | -6.2% | 6.6 | -21.9% / +3.8% | 20% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday | 45 | +0.4% | +0.2% | 5.9 | 56% |
| Thursday n<10 | 1 | -2.7% | -2.7% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 4 | +5.4% | +6.2% | 4.2 | 75% |
| Strong Up | 18 | +1.5% | +0.3% | 4.0 | 61% |
| Strong Down n<10 | 4 | +0.9% | +1.1% | 8.2 | 50% |
| Mild Up n<10 | 9 | -1.0% | -2.1% | 4.5 | 44% |
| Sideways | 11 | -2.4% | -0.9% | 6.8 | 45% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 25 | +0.8% | +2.2% | 6.7 | 64% |
| High (>25) n<10 | 5 | +0.0% | -0.1% | 5.2 | 40% |
| Low (<15) | 16 | -0.2% | -0.2% | 4.2 | 44% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up n<10 | 9 | +5.4% | +6.0% | 5.3 | 89% |
| Strong Up | 18 | +4.4% | +4.2% | 5.7 | 78% |
| Mild Down n<10 | 4 | +3.5% | +5.2% | 4.2 | 75% |
| Sideways | 11 | +2.1% | +4.8% | 9.4 | 73% |
| Strong Down n<10 | 4 | -7.6% | -6.3% | 7.3 | 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 | 11.3% | -4.2% | +0.6% | 0.37x |
| 2026-02-11 | 8.4% | -15.4% | -5.7% | 1.82x |
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 | +4.0% | +0.6% | -4.2% | -6.0% | -10.3% | +3.0% | -17.3% | 32% | Strong Up / Medium (15-25) | +3% | |
| 2026-02-11 Wednesday | -23.4% | -5.7% | -15.4% | +11.3% | +20.4% | +11.3% | -16.4% | 55% | Sideways / Medium (15-25) | -3% | |
| 2025-10-29 Wednesday | -4.5% | -1.9% | +0.0% | -3.6% | -2.5% | +2.5% | -5.9% | 37% | Strong Up / Medium (15-25) | +4% | |
| 2025-07-30 Wednesday | -6.0% | +1.6% | +5.4% | +4.7% | -4.1% | +12.0% | -1.4% | 18% | Strong Up / Medium (15-25) | +5% | |
| 2025-04-23 Wednesday | -1.9% | -2.1% | -6.8% | +2.4% | +6.8% | +2.0% | -9.8% | 40% | Strong Down / High (>25) | +9% | |
| 2025-02-12 Wednesday | +7.0% | +1.8% | +6.0% | -2.6% | -14.4% | +8.4% | -9.5% | 20% | Sideways / Medium (15-25) | -0% | |
| 2024-10-23 Wednesday | +0.4% | +2.0% | +5.1% | +0.5% | -1.7% | +8.4% | +0.8% | 14% | Strong Up / Medium (15-25) | +4% | |
| 2024-07-24 Wednesday | +5.6% | +2.4% | +9.4% | +0.7% | +3.0% | +15.1% | +2.1% | 16% | Mild Down / Medium (15-25) | +4% | |
| 2024-04-24 Wednesday | +0.2% | +6.4% | +9.3% | +0.1% | +8.6% | +19.4% | +3.8% | 20% | Strong Down / Medium (15-25) | +10% | |
| 2024-02-14 Wednesday | +4.9% | -3.9% | +0.2% | -1.0% | -5.2% | +3.3% | -6.0% | 21% | Strong Up / Low (<15) | +2% | |
| 2023-11-01 Wednesday | -3.6% | +4.5% | +9.5% | +2.5% | +0.8% | +14.5% | +2.1% | 24% | Mild Down / Medium (15-25) | +8% | |
| 2023-07-26 Wednesday | +0.2% | +0.9% | -6.1% | +1.2% | -0.8% | +1.5% | -9.4% | 21% | Mild Up / Low (<15) | +6% | |
| 2023-04-26 Wednesday | +10.9% | +0.1% | +5.2% | -1.0% | -0.3% | +9.4% | +0.1% | 25% | Sideways / Medium (15-25) | +4% | |
| 2023-02-15 Wednesday | +9.1% | -2.6% | +1.9% | +0.1% | -2.3% | +3.6% | -8.3% | 36% | Strong Up / Medium (15-25) | -5% | |
| 2022-10-26 Wednesday | -1.1% | +0.9% | -2.9% | -11.1% | -0.1% | +3.1% | -18.1% | 35% | Sideways / High (>25) | +11% | |
| 2022-07-27 Wednesday | +12.0% | -1.7% | +6.4% | +3.4% | -2.8% | +13.8% | -2.2% | 36% | Strong Up / Medium (15-25) | +3% | |
| 2022-04-27 Wednesday | -18.0% | +3.4% | +8.9% | -2.5% | -15.2% | +10.2% | -11.5% | 34% | Strong Down / High (>25) | +12% | |
| 2022-02-16 Wednesday | +0.6% | -5.4% | -8.8% | -0.8% | -1.1% | -3.5% | -18.0% | 39% | Mild Up / Medium (15-25) | +0% | |
| 2021-10-27 Wednesday | +15.5% | +1.3% | +2.2% | +1.5% | -4.2% | +6.1% | -2.6% | 15% | Strong Up / Medium (15-25) | +13% | |
| 2021-07-28 Wednesday | +8.8% | +0.3% | -0.9% | -0.4% | -3.2% | +0.7% | -6.3% | 13% | Sideways / Medium (15-25) | +14% | |
| 2021-04-28 Wednesday | +6.4% | +0.9% | -3.2% | -6.0% | -5.0% | +0.9% | -12.8% | 18% | Strong Up / Medium (15-25) | +8% | |
| 2021-02-10 Wednesday | +6.1% | +0.2% | +3.4% | +1.1% | -11.6% | +6.5% | -17.3% | 26% | Mild Up / Medium (15-25) | -2% | |
| 2020-11-04 Wednesday | +8.0% | +2.2% | +1.0% | +3.2% | +1.9% | +7.2% | -0.3% | 21% | Sideways / High (>25) | +12% | |
| 2020-07-29 Wednesday | +1.1% | -1.4% | -0.2% | +4.4% | -1.8% | +5.8% | -7.3% | 28% | Strong Up / Medium (15-25) | +15% | |
| 2020-04-29 Wednesday | +8.2% | -1.1% | -0.1% | +1.8% | +15.5% | +18.2% | -4.9% | 46% | Strong Up / High (>25) | -0% | |
| 2020-02-12 Wednesday | +9.7% | -1.0% | -1.3% | -0.0% | -17.8% | +0.7% | -21.9% | 17% | Strong Up / Low (<15) | -0% | |
| 2019-10-30 Wednesday | +4.4% | -9.0% | -0.2% | +2.8% | +8.4% | +9.2% | -9.0% | 20% | Strong Up / Low (<15) | -1% | |
| 2019-07-31 Wednesday | +6.0% | +0.5% | +5.8% | +1.4% | +3.1% | +11.4% | +0.5% | 17% | Mild Up / Medium (15-25) | +1% | |
| 2019-05-01 Wednesday | +9.0% | -2.6% | -4.4% | +0.6% | -1.3% | -1.4% | -8.1% | 15% | Sideways / Low (<15) | -0% | |
| 2019-02-20 Wednesday | +15.7% | -2.0% | -2.1% | -1.3% | -2.5% | -0.9% | -7.5% | 20% | Mild Up / Low (<15) | +0% | |
| 2018-10-31 Wednesday | -10.8% | -1.0% | -7.9% | -3.9% | -2.0% | 0.0% | -16.6% | 32% | Strong Down / Medium (15-25) | +0% | |
| 2018-07-26 Thursday | +9.1% | +2.4% | -2.7% | -1.4% | +2.5% | +4.4% | -7.3% | 14% | Mild Up / Low (<15) | +4% | |
| 2018-05-02 Wednesday | +4.8% | -1.0% | +0.2% | +3.6% | +5.5% | +6.1% | -2.2% | 17% | Sideways / Medium (15-25) | +1% | |
| 2018-02-21 Wednesday | +3.0% | +0.9% | -1.7% | +0.7% | +5.3% | +4.5% | -2.9% | 26% | Sideways / Medium (15-25) | +2% | |
| 2017-10-25 Wednesday | -1.0% | +4.2% | +6.7% | -3.4% | -2.9% | +7.9% | -1.4% | 18% | Strong Up / Low (<15) | +3% | |
| 2017-07-26 Wednesday | +3.6% | -3.0% | -6.3% | +0.2% | +0.6% | -0.3% | -8.9% | 18% | Strong Up / Low (<15) | -3% | |
| 2017-04-26 Wednesday | +4.8% | +0.7% | +3.0% | -0.6% | +2.5% | +5.6% | +0.1% | 11% | Mild Down / Low (<15) | +1% | |
| 2017-02-08 Wednesday | -2.7% | +0.9% | +10.1% | -3.1% | -3.9% | +14.3% | +0.9% | 11% | Strong Up / Low (<15) | +2% | |
| 2016-10-26 Wednesday | -2.9% | +0.5% | -3.1% | -2.0% | -5.0% | +1.8% | -11.4% | 13% | Mild Up / Low (<15) | +4% | |
| 2016-07-27 Wednesday | +3.5% | +2.0% | +0.3% | -3.3% | -0.5% | +2.0% | -3.8% | 19% | Strong Up / Low (<15) | +4% | |
| 2016-04-27 Wednesday | +8.5% | +1.6% | +1.0% | -0.2% | +4.5% | +7.7% | -1.8% | 26% | Mild Up / Low (<15) | +5% | |
| 2016-02-17 Wednesday | -6.6% | -9.4% | -15.4% | -2.0% | +1.1% | -8.7% | -19.5% | 50% | Sideways / Medium (15-25) | -10% | |
| 2015-10-21 Wednesday | 1 | +10.2% | +2.5% | +3.8% | +1.9% | -0.4% | +7.3% | +0.1% | 42% | Strong Up / Medium (15-25) | +7% |
| 2015-07-22 Wednesday | +7.2% | +3.1% | -0.3% | -0.7% | +1.5% | +4.6% | -5.0% | 20% | Mild Down / Low (<15) | +7% | |
| 2015-04-22 Wednesday | +2.8% | +3.5% | +2.1% | -3.7% | -4.5% | +4.7% | -7.2% | 26% | Sideways / Low (<15) | +6% | |
| 2015-02-04 Wednesday | +4.9% | +0.7% | +3.6% | -1.2% | +2.1% | +10.0% | -0.2% | 33% | Mild Up / Medium (15-25) | +1% |
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_TYL.json.
Automated, data-driven · educational only · not financial advice.