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Earnings Analysis
Why this page exists: UIS 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 UIS 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 -0.17 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -4.0% | 4 |
| VIX level | Medium (15-25) | +0.6% | 23 |
| Earnings weekday | Wednesday expl. | -2.7% | 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
+1.8%
Median reaction
+2.5%
Avg |move|
11.9%
Up rate
59%
Avg drift T-20
-0.3%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | -0.3% | -1.7% | 16.1 | -31.0% / +57.6% | 41% |
| Drift T-5 → report | 46 | -1.4% | -1.0% | 7.2 | -26.0% / +9.3% | 46% |
| Overnight gap | 46 | +3.8% | +4.7% | 9.4 | -19.3% / +22.1% | 65% |
| Reaction day (close→close) | 46 | +1.8% | +2.5% | 15.1 | -48.3% / +33.8% | 59% |
| Follow-through +5d | 46 | -1.8% | -0.9% | 9.3 | -27.6% / +21.3% | 43% |
| Follow-through +20d | 46 | -1.9% | -3.3% | 20.0 | -44.7% / +47.2% | 48% |
| Max favorable excursion (20d) | 46 | +17.6% | +13.0% | 22.6 | -12.8% / +85.8% | 76% |
| Max adverse excursion (20d) | 46 | -13.7% | -11.4% | 18.5 | -56.1% / +12.8% | 26% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Tuesday | 19 | +7.9% | +13.2% | 15.1 | 74% |
| Friday n<10 | 1 | +7.8% | +7.8% | 0.0 | 100% |
| Thursday | 10 | -2.2% | -5.5% | 10.3 | 30% |
| Wednesday n<10 | 8 | -2.7% | -0.9% | 10.6 | 50% |
| Monday n<10 | 8 | -3.7% | +3.5% | 18.9 | 62% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways | 13 | +6.5% | +7.8% | 11.7 | 69% |
| Mild Up | 12 | +1.9% | +1.4% | 11.6 | 58% |
| Strong Up | 13 | +0.9% | +2.4% | 21.3 | 62% |
| Strong Down n<10 | 4 | -4.0% | -6.5% | 8.7 | 25% |
| Mild Down n<10 | 4 | -4.4% | -2.6% | 8.4 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) | 16 | +3.7% | +4.1% | 14.0 | 56% |
| High (>25) n<10 | 7 | +1.8% | +2.7% | 9.6 | 71% |
| Medium (15-25) | 23 | +0.6% | +2.0% | 16.9 | 57% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Up | 12 | +6.1% | +2.2% | 20.3 | 67% |
| Strong Up | 13 | +4.1% | +1.9% | 16.5 | 54% |
| Sideways | 13 | -3.0% | -1.9% | 8.1 | 23% |
| Strong Down n<10 | 4 | -12.4% | -12.8% | 9.8 | 25% |
| Mild Down n<10 | 4 | -12.5% | -11.5% | 6.3 | 0% |
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 |
|---|---|---|---|---|
| 2026-05-05 | 22.9% | +15.1% | +7.0% | 0.66x |
| 2026-02-24 | 62.4% | +15.5% | +22.1% | 0.25x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-05 Tuesday | +38.5% | +7.0% | +15.1% | -0.9% | +29.1% | +75.3% | -9.2% | 48% | Strong Up / Medium (15-25) | +46% | |
| 2026-02-24 Tuesday | -25.3% | +22.1% | +15.5% | -5.3% | -13.0% | +24.4% | -0.5% | 43% | Mild Up / Medium (15-25) | +25% | |
| 2025-11-05 Wednesday | -11.3% | -19.3% | -20.2% | +3.7% | +4.5% | -12.8% | -29.7% | 46% | Mild Up / Medium (15-25) | -1167% | |
| 2025-07-30 Wednesday | -11.6% | +7.1% | +1.7% | -4.6% | -4.8% | +8.4% | -10.6% | 38% | Strong Up / Medium (15-25) | +167% | |
| 2025-04-30 Wednesday | -12.2% | +10.6% | +2.0% | +17.0% | +20.0% | +52.6% | +0.2% | 56% | Sideways / Medium (15-25) | +78% | |
| 2025-02-18 Tuesday | -1.2% | +10.6% | -11.2% | -27.6% | -29.6% | +12.7% | -42.6% | 49% | Sideways / Medium (15-25) | +10% | |
| 2024-10-29 Tuesday | -3.1% | +14.9% | +33.8% | +3.2% | +14.0% | +57.8% | +12.8% | 72% | Strong Up / Medium (15-25) | -136% | |
| 2024-08-05 Monday | -8.3% | +0.5% | -7.8% | -2.1% | +47.2% | +39.9% | -19.2% | 54% | Strong Down / High (>25) | +2499% | |
| 2024-05-07 Tuesday | -5.0% | -6.0% | -7.8% | +2.0% | -13.9% | -2.2% | -23.6% | 32% | Mild Up / Low (<15) | +340% | |
| 2024-02-21 Wednesday | 1 | -31.0% | +2.3% | -3.5% | +5.8% | +1.8% | +14.1% | -8.1% | 154% | Strong Up / Medium (15-25) | +65% |
| 2023-11-06 Monday | -12.7% | +18.0% | +20.4% | +21.3% | +44.2% | +85.8% | +9.0% | 60% | Sideways / Low (<15) | +37% | |
| 2023-08-01 Tuesday | 2 | +32.2% | -2.1% | -1.5% | -20.1% | -21.7% | +5.8% | -32.0% | 74% | Mild Up / Low (<15) | +77% |
| 2023-05-02 Tuesday | -10.3% | +9.5% | +25.7% | -8.0% | -7.5% | +36.7% | +9.2% | 58% | Sideways / Medium (15-25) | -- | |
| 2023-02-22 Wednesday | +1.7% | +2.8% | +6.3% | -16.3% | -39.5% | +9.0% | -37.9% | 42% | Mild Up / Medium (15-25) | +75% | |
| 2022-11-07 Monday | +1.9% | -11.9% | -48.3% | +1.1% | -3.2% | -11.2% | -56.1% | 59% | Strong Up / Medium (15-25) | +140% | |
| 2022-08-03 Wednesday | +8.5% | +4.9% | -9.7% | -15.3% | -25.9% | +5.0% | -34.5% | 43% | Strong Up / Medium (15-25) | +220% | |
| 2022-04-27 Wednesday | -25.0% | -5.9% | -13.3% | -7.9% | -24.6% | -5.9% | -36.5% | 38% | Strong Down / High (>25) | -180% | |
| 2022-02-18 Friday | +10.5% | +1.0% | +7.8% | -1.6% | +4.8% | +14.7% | -1.7% | 37% | Sideways / High (>25) | +40% | |
| 2021-11-02 Tuesday | +2.4% | -7.8% | -18.8% | +0.4% | -16.7% | -7.6% | -32.4% | 29% | Strong Up / Medium (15-25) | -41% | |
| 2021-08-02 Monday | -10.9% | +7.5% | +3.0% | +6.3% | +4.7% | +13.3% | -2.9% | 46% | Mild Down / Medium (15-25) | +64% | |
| 2021-05-06 Thursday | -1.9% | +1.1% | -1.5% | +1.3% | +14.4% | +13.8% | -9.5% | 40% | Sideways / Medium (15-25) | +15% | |
| 2021-02-22 Monday | +11.9% | -4.7% | -9.7% | +4.6% | +8.8% | +4.9% | -20.1% | 35% | Mild Up / Medium (15-25) | +62% | |
| 2020-10-26 Monday | +10.9% | +6.9% | +4.7% | +5.3% | +13.8% | +22.1% | +2.6% | 28% | Sideways / High (>25) | +629% | |
| 2020-08-04 Tuesday | +17.2% | -8.0% | +2.4% | +0.8% | -3.3% | +10.7% | -12.3% | 42% | Strong Up / Medium (15-25) | -25% | |
| 2020-04-28 Tuesday | 2 | +4.4% | +5.3% | +2.7% | -8.3% | -6.3% | +7.5% | -23.5% | 105% | Mild Up / High (>25) | +103% |
| 2020-02-25 Tuesday | 1 | +57.6% | -5.6% | +0.1% | -8.5% | -28.4% | +3.4% | -47.9% | 138% | Mild Up / High (>25) | -15% |
| 2019-10-29 Tuesday | +21.8% | +11.7% | +16.5% | +11.9% | +17.3% | +37.1% | +9.9% | 47% | Strong Up / Low (<15) | +4% | |
| 2019-07-30 Tuesday | +6.7% | +15.8% | +17.7% | -15.9% | -44.7% | +23.0% | -35.4% | 25% | Mild Up / Low (<15) | +241% | |
| 2019-05-02 Thursday | -7.4% | -4.3% | -5.8% | -5.3% | -7.3% | -4.1% | -15.5% | 22% | Sideways / Low (<15) | -45% | |
| 2019-02-12 Tuesday | -1.0% | +15.5% | +14.7% | -4.2% | -9.3% | +20.2% | -1.2% | 29% | Sideways / Medium (15-25) | +48% | |
| 2018-11-08 Thursday | +1.1% | -3.1% | -5.3% | -12.1% | -25.6% | -3.1% | -32.2% | 34% | Strong Down / Medium (15-25) | -4% | |
| 2018-07-31 Tuesday | -1.5% | +5.8% | +13.2% | +9.6% | +15.1% | +32.3% | +5.8% | 38% | Sideways / Low (<15) | +123% | |
| 2018-05-01 Tuesday | +6.2% | +3.6% | +8.6% | -0.8% | +1.7% | +15.4% | -0.9% | 26% | Sideways / Medium (15-25) | -3% | |
| 2018-02-08 Thursday | -3.5% | +21.0% | +18.6% | +12.1% | +14.1% | +46.1% | +12.6% | 27% | Sideways / High (>25) | +140% | |
| 2017-10-30 Monday | -6.2% | +7.7% | +4.2% | -5.1% | -8.6% | +7.7% | -14.3% | 27% | Strong Up / Low (<15) | +8% | |
| 2017-08-01 Tuesday | -2.3% | -10.3% | -23.0% | -13.2% | -22.0% | -10.3% | -45.5% | 23% | Strong Up / Low (<15) | -92% | |
| 2017-04-24 Monday | -22.3% | +13.9% | +4.0% | +0.4% | +1.3% | +14.8% | +1.4% | 38% | Mild Down / Low (<15) | +36% | |
| 2017-01-26 Thursday | -12.1% | -9.1% | -8.4% | +3.6% | +12.3% | +6.9% | -16.0% | 39% | Mild Down / Low (<15) | -1% | |
| 2016-10-25 Tuesday | -3.6% | +18.4% | +20.0% | -5.0% | +36.9% | +65.4% | +11.7% | 39% | Mild Up / Low (<15) | +41% | |
| 2016-07-26 Tuesday | +16.4% | +16.0% | +26.3% | -0.7% | +3.7% | +34.6% | +12.2% | 40% | Strong Up / Low (<15) | +248% | |
| 2016-04-21 Thursday | +1.1% | +5.3% | +6.7% | -3.2% | -11.4% | +8.6% | -6.3% | 40% | Mild Up / Low (<15) | +83% | |
| 2016-01-28 Thursday | -17.4% | +7.1% | +10.2% | +8.6% | +10.9% | +26.8% | +6.6% | 59% | Strong Down / Medium (15-25) | +49% | |
| 2015-10-21 Wednesday | 0.0% | +4.5% | +14.8% | -6.4% | -12.4% | +18.8% | -0.7% | 49% | Strong Up / Medium (15-25) | +379% | |
| 2015-07-23 Thursday | -4.6% | -1.0% | -16.2% | -3.7% | -24.5% | -0.1% | -36.9% | 24% | Mild Down / Low (<15) | +408% | |
| 2015-04-23 Thursday | +2.8% | -2.8% | -7.3% | -0.2% | -5.0% | -2.8% | -13.4% | 22% | Mild Up / Low (<15) | +65% | |
| 2015-01-29 Thursday | -14.7% | -4.3% | -13.2% | +3.1% | +3.2% | -4.3% | -14.8% | 26% | Sideways / Medium (15-25) | -14% |
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_UIS.json.
Automated, data-driven · educational only · not financial advice.