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Earnings Analysis
Why this page exists: UCTT 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
Monday, August 03, 2026
Next confirmed UCTT 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 -0.44 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -3.7% | 3 |
| VIX level | Medium (15-25) | -0.5% | 23 |
| Earnings weekday | Monday expl. | -7.0% | 8 |
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
+0.3%
Median reaction
-0.7%
Avg |move|
8.5%
Up rate
43%
Avg drift T-20
+4.5%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +4.5% | +2.9% | 15.7 | -27.5% / +41.2% | 63% |
| Drift T-5 → report | 46 | +1.3% | +1.1% | 8.0 | -12.8% / +19.6% | 57% |
| Overnight gap | 46 | +2.3% | +3.4% | 9.0 | -18.7% / +25.5% | 61% |
| Reaction day (close→close) | 46 | +0.3% | -0.7% | 11.7 | -28.2% / +31.9% | 43% |
| Follow-through +5d | 46 | -1.6% | -1.6% | 7.5 | -21.9% / +15.5% | 41% |
| Follow-through +20d | 46 | +0.8% | -0.9% | 14.4 | -46.3% / +37.9% | 46% |
| Max favorable excursion (20d) | 46 | +12.9% | +11.4% | 14.1 | -18.7% / +50.5% | 85% |
| Max adverse excursion (20d) | 46 | -11.7% | -12.6% | 13.3 | -48.5% / +23.6% | 20% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Wednesday | 23 | +4.3% | +1.6% | 11.7 | 52% |
| Thursday | 10 | -0.6% | -0.4% | 6.6 | 40% |
| Tuesday n<10 | 5 | -4.5% | -8.0% | 7.3 | 20% |
| Monday n<10 | 8 | -7.0% | -7.2% | 13.5 | 38% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 8 | +2.8% | +2.8% | 9.7 | 62% |
| Strong Up | 18 | +0.8% | -0.6% | 10.9 | 39% |
| Mild Down n<10 | 7 | +0.4% | +1.6% | 20.2 | 57% |
| Mild Up | 10 | -1.4% | -2.2% | 5.4 | 30% |
| Strong Down n<10 | 3 | -3.7% | -2.0% | 5.1 | 33% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 17 | +2.0% | -0.1% | 12.8 | 47% |
| Medium (15-25) | 23 | -0.5% | -2.5% | 11.7 | 39% |
| High (>25) n<10 | 6 | -1.3% | -0.2% | 6.3 | 50% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 18 | +9.6% | +9.1% | 14.2 | 72% |
| Mild Up | 10 | +8.9% | +6.7% | 13.2 | 80% |
| Sideways n<10 | 8 | +0.7% | -2.4% | 18.6 | 50% |
| Mild Down n<10 | 7 | -4.4% | -2.4% | 10.7 | 43% |
| Strong Down n<10 | 3 | -10.3% | -4.1% | 12.3 | 33% |
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 |
|---|---|---|---|---|
| 2026-04-28 | 18.8% | -8.0% | +3.1% | 0.42x |
| 2026-02-23 | 25.6% | +17.2% | -0.8% | 0.67x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-28 Tuesday | 1 | +40.0% | +3.1% | -8.0% | +15.5% | +27.2% | +17.9% | -11.9% | 57% | Strong Up / Medium (15-25) | +18% |
| 2026-02-23 Monday | 1 | +41.2% | -0.8% | +17.2% | -12.2% | -15.1% | +20.2% | -20.7% | 71% | Sideways / Medium (15-25) | -2% |
| 2025-10-28 Tuesday | +9.5% | -1.4% | -4.2% | -8.7% | -12.9% | +0.3% | -28.0% | 68% | Mild Up / Medium (15-25) | +29% | |
| 2025-07-28 Monday | +8.8% | +3.9% | -0.6% | -5.2% | -4.1% | +11.5% | -13.9% | 45% | Strong Up / Medium (15-25) | -- | |
| 2025-04-28 Monday | 2 | +1.3% | -14.4% | -13.9% | +1.6% | +7.7% | +4.1% | -19.2% | 111% | Sideways / High (>25) | -10% |
| 2025-02-24 Monday | -2.4% | -18.7% | -28.2% | -9.9% | -4.0% | -18.7% | -37.9% | 56% | Mild Down / Medium (15-25) | +15% | |
| 2024-10-28 Monday | -12.2% | +0.1% | +0.2% | -2.4% | +9.5% | +11.3% | -8.5% | 51% | Strong Up / Medium (15-25) | +6% | |
| 2024-07-25 Thursday | -4.1% | +19.6% | +1.5% | -12.9% | -17.9% | +19.6% | -24.6% | 58% | Strong Down / Medium (15-25) | +23% | |
| 2024-05-06 Monday | -6.9% | +6.7% | +2.6% | -1.3% | +1.9% | +11.1% | -0.1% | 45% | Mild Up / Low (<15) | +108% | |
| 2024-02-21 Wednesday | +9.5% | +7.6% | +5.2% | -4.3% | -1.7% | +16.7% | -1.4% | 42% | Strong Up / Medium (15-25) | +58% | |
| 2023-10-25 Wednesday | -18.6% | 0.0% | +2.5% | +1.8% | +11.5% | +17.4% | -0.3% | 43% | Sideways / Medium (15-25) | -60% | |
| 2023-07-27 Thursday | -4.4% | +9.0% | -0.1% | -0.4% | -9.7% | +12.9% | -12.0% | 29% | Strong Up / Low (<15) | -36% | |
| 2023-04-26 Wednesday | -6.1% | +2.8% | -0.9% | -2.4% | +8.2% | +11.1% | -6.6% | 40% | Sideways / Medium (15-25) | -25% | |
| 2023-02-22 Wednesday | +1.8% | 0.0% | -7.7% | +4.2% | -2.0% | +1.4% | -14.2% | 50% | Mild Up / Medium (15-25) | +21% | |
| 2022-10-26 Wednesday | +7.0% | +3.6% | +5.7% | -0.5% | +12.8% | +24.4% | +0.4% | 59% | Sideways / High (>25) | -- | |
| 2022-07-28 Thursday | +21.8% | -6.7% | -6.9% | +4.7% | -0.1% | -1.9% | -16.4% | 58% | Strong Up / Medium (15-25) | +1% | |
| 2022-04-27 Wednesday | -27.5% | -2.6% | -2.0% | +3.5% | -3.8% | +2.0% | -11.6% | 54% | Strong Down / High (>25) | -4% | |
| 2022-02-23 Wednesday | -8.5% | -2.0% | +3.1% | -1.0% | -7.8% | +8.1% | -15.5% | 59% | Sideways / High (>25) | +2% | |
| 2021-10-27 Wednesday | +2.1% | +12.1% | +19.2% | +8.4% | +12.0% | +42.0% | +9.7% | 30% | Strong Up / Medium (15-25) | +6% | |
| 2021-08-02 Monday | +5.7% | -4.4% | -14.2% | +2.0% | +1.9% | -4.3% | -27.9% | 51% | Mild Down / Medium (15-25) | +3% | |
| 2021-04-28 Wednesday | 1 | -1.4% | +2.3% | -3.6% | -8.4% | +2.5% | +2.4% | -19.2% | 64% | Strong Up / Medium (15-25) | +9% |
| 2021-02-17 Wednesday | +18.2% | -6.7% | -4.5% | +1.6% | +17.6% | +17.2% | -19.1% | 56% | Strong Up / Medium (15-25) | +14% | |
| 2020-10-28 Wednesday | +0.8% | +5.4% | +1.6% | +9.9% | +37.9% | +43.2% | -2.6% | 36% | Mild Down / High (>25) | +13% | |
| 2020-07-29 Wednesday | +9.7% | +10.3% | +24.1% | -5.5% | -16.6% | +25.3% | +1.0% | 42% | Strong Up / Medium (15-25) | +59% | |
| 2020-04-29 Wednesday | 2 | +36.6% | +12.5% | -2.4% | -8.1% | +11.0% | +14.7% | -15.1% | 98% | Strong Up / High (>25) | +19% |
| 2020-02-19 Wednesday | +3.6% | +6.8% | -0.5% | -21.9% | -46.3% | +14.4% | -48.5% | 50% | Strong Up / Low (<15) | +23% | |
| 2019-10-30 Wednesday | 1 | +25.7% | +7.7% | +18.1% | +7.0% | +5.0% | +31.5% | +6.1% | 66% | Strong Up / Low (<15) | +33% |
| 2019-07-31 Wednesday | +3.9% | +6.2% | -2.5% | -6.8% | -19.2% | +6.5% | -23.2% | 47% | Mild Up / Medium (15-25) | +18% | |
| 2019-05-02 Thursday | +10.2% | +10.3% | +15.3% | -6.3% | -12.0% | +17.9% | -2.6% | 36% | Sideways / Low (<15) | +59% | |
| 2019-02-21 Thursday | 1 | +37.5% | -12.8% | -9.0% | -7.2% | -3.0% | -2.6% | -23.8% | 52% | Mild Up / Low (<15) | -8% |
| 2018-11-06 Tuesday | +0.6% | -4.1% | -10.6% | -14.6% | -10.5% | +2.4% | -26.6% | 56% | Strong Down / Medium (15-25) | +2% | |
| 2018-07-26 Thursday | -7.0% | +1.0% | -2.5% | -1.9% | -3.4% | +3.8% | -14.1% | 41% | Mild Up / Low (<15) | -6% | |
| 2018-04-25 Wednesday | -15.8% | +11.8% | +17.8% | -6.5% | -9.7% | +20.0% | +3.4% | 54% | Mild Down / Medium (15-25) | +15% | |
| 2018-02-21 Wednesday | -21.3% | -6.8% | -6.5% | +3.2% | +11.6% | +8.8% | -11.1% | 64% | Sideways / Medium (15-25) | -2% | |
| 2017-10-25 Wednesday | +12.6% | -12.4% | -21.0% | -5.5% | -6.0% | -11.2% | -30.6% | 32% | Strong Up / Low (<15) | -3% | |
| 2017-07-27 Thursday | +25.5% | +6.0% | -0.7% | -13.3% | -7.7% | +6.8% | -15.8% | 38% | Mild Up / Low (<15) | +23% | |
| 2017-04-26 Wednesday | +11.9% | +8.8% | +13.1% | +5.8% | +16.7% | +32.6% | +0.5% | 39% | Mild Down / Low (<15) | +12% | |
| 2017-02-22 Wednesday | +1.9% | +11.3% | +11.4% | +2.1% | +7.5% | +28.0% | +5.5% | 26% | Mild Up / Low (<15) | +32% | |
| 2016-10-26 Wednesday | +13.5% | +7.6% | -1.9% | +11.6% | +33.8% | +32.0% | -3.0% | 33% | Mild Up / Low (<15) | +39% | |
| 2016-07-28 Thursday | +12.2% | +4.2% | +3.4% | -3.6% | +14.1% | +21.4% | -3.9% | 26% | Strong Up / Low (<15) | +33% | |
| 2016-04-21 Thursday | +9.5% | +4.3% | +0.9% | +5.9% | -8.1% | +8.5% | -9.4% | 30% | Mild Up / Low (<15) | -401% | |
| 2016-02-23 Tuesday | -5.8% | +13.7% | +9.5% | +3.6% | 0.0% | +18.9% | +5.5% | 31% | Strong Up / Medium (15-25) | +56% | |
| 2015-10-22 Thursday | -8.5% | -13.2% | -7.4% | -3.0% | +3.0% | +0.6% | -13.2% | 36% | Strong Up / Low (<15) | -- | |
| 2015-07-22 Wednesday | -18.9% | +25.5% | +31.9% | +2.9% | -2.8% | +50.5% | +23.6% | 29% | Mild Down / Low (<15) | +100% | |
| 2015-04-20 Monday | -12.4% | -8.1% | -19.2% | +9.8% | +11.8% | -6.3% | -23.0% | 26% | Mild Down / Low (<15) | +9% | |
| 2015-02-17 Tuesday | +3.6% | -3.9% | -9.4% | -6.5% | -5.9% | -2.6% | -18.9% | 34% | Strong Up / Medium (15-25) | +23% |
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_UCTT.json.
Automated, data-driven · educational only · not financial advice.