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Earnings Analysis
Why this page exists: UPBD 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
Thursday, July 30, 2026
Next confirmed UPBD 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 -0.39 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -5.7% | 4 |
| VIX level | Medium (15-25) | -2.3% | 28 |
| Earnings weekday | Thursday | +0.7% | 14 |
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
-1.1%
Median reaction
+0.7%
Avg |move|
6.2%
Up rate
61%
Avg drift T-20
+2.2%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 46 | +2.2% | +1.6% | 13.3 | -24.1% / +29.8% | 57% |
| Drift T-5 → report | 46 | +0.1% | +1.0% | 7.7 | -18.0% / +14.4% | 57% |
| Overnight gap | 46 | -1.3% | +0.4% | 8.2 | -29.5% / +13.2% | 57% |
| Reaction day (close→close) | 46 | -1.1% | +0.7% | 9.2 | -29.9% / +14.7% | 61% |
| Follow-through +5d | 46 | +0.4% | +0.2% | 5.0 | -11.3% / +11.3% | 52% |
| Follow-through +20d | 46 | +0.9% | -0.6% | 14.0 | -51.3% / +32.4% | 48% |
| Max favorable excursion (20d) | 46 | +9.7% | +7.6% | 12.3 | -19.0% / +50.3% | 87% |
| Max adverse excursion (20d) | 46 | -10.9% | -7.8% | 11.7 | -53.5% / +7.0% | 13% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday | 14 | +0.7% | +0.6% | 2.6 | 64% |
| Wednesday | 18 | -1.0% | +1.0% | 9.6 | 67% |
| Monday | 13 | -2.9% | +0.8% | 12.6 | 54% |
| Tuesday n<10 | 1 | -5.0% | -5.0% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 6 | +2.9% | +4.4% | 3.3 | 83% |
| Mild Up | 10 | +0.2% | +0.7% | 6.3 | 70% |
| Sideways | 13 | -0.1% | +1.9% | 7.7 | 69% |
| Strong Up | 13 | -3.5% | -0.4% | 11.9 | 38% |
| Strong Down n<10 | 4 | -5.7% | -0.7% | 11.7 | 50% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 5 | +2.4% | +4.2% | 10.4 | 80% |
| Low (<15) | 13 | +0.1% | +1.3% | 8.2 | 62% |
| Medium (15-25) | 28 | -2.3% | +0.3% | 9.2 | 57% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up | 13 | +6.0% | +7.4% | 13.2 | 77% |
| Sideways | 13 | +4.4% | +3.6% | 12.6 | 54% |
| Strong Down n<10 | 4 | +3.7% | +4.3% | 10.8 | 50% |
| Mild Down n<10 | 6 | +0.7% | -2.8% | 11.6 | 50% |
| Mild Up | 10 | -5.2% | -0.5% | 13.1 | 40% |
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 |
|---|---|---|---|---|
| 2026-04-30 | 7.3% | -2.9% | +1.0% | 0.39x |
| 2026-02-19 | 12.9% | +2.6% | 0.0% | 0.20x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-04-30 Thursday | +12.9% | +1.0% | -2.9% | -2.2% | +0.1% | +1.0% | -15.4% | 39% | Strong Up / Medium (15-25) | +0% | |
| 2026-02-19 Thursday | +14.3% | 0.0% | +2.6% | -3.3% | -24.4% | +3.7% | -24.1% | 39% | Sideways / Medium (15-25) | +4% | |
| 2025-10-30 Thursday | 1 | -15.1% | +0.2% | +0.2% | -4.2% | -7.5% | +3.9% | -18.2% | 73% | Mild Up / Medium (15-25) | +2% |
| 2025-07-31 Thursday | 1 | -21.6% | -1.5% | +0.4% | +5.7% | +24.8% | +26.9% | -4.8% | 67% | Strong Up / Medium (15-25) | +6% |
| 2025-05-01 Thursday | 1 | -2.3% | +0.2% | +1.9% | -0.7% | -5.0% | +12.9% | -4.9% | 86% | Sideways / Medium (15-25) | +6% |
| 2025-02-20 Thursday | -6.3% | +1.1% | -3.9% | +0.1% | -7.3% | +1.8% | -15.5% | 32% | Mild Down / Medium (15-25) | +2% | |
| 2024-10-31 Thursday | +2.1% | +1.0% | +0.8% | +11.3% | +16.7% | +23.1% | 0.0% | 40% | Mild Up / Medium (15-25) | +2% | |
| 2024-08-01 Thursday | +17.2% | -1.6% | -2.8% | -5.2% | -2.5% | +0.2% | -13.7% | 43% | Strong Down / Medium (15-25) | +1% | |
| 2024-05-02 Thursday | -5.1% | +2.4% | +1.3% | +6.1% | +6.7% | +11.7% | -2.3% | 31% | Sideways / Low (<15) | +3% | |
| 2024-02-22 Thursday | +1.1% | +1.6% | -0.4% | -0.1% | +1.2% | +2.3% | -4.3% | 39% | Strong Up / Low (<15) | +5% | |
| 2023-11-02 Thursday | -3.4% | +0.9% | +3.3% | -0.1% | +5.3% | +11.2% | +0.9% | 39% | Sideways / Medium (15-25) | +5% | |
| 2023-08-03 Thursday | +6.3% | +2.2% | +3.7% | -4.7% | -8.8% | +4.9% | -12.1% | 34% | Mild Up / Medium (15-25) | +48% | |
| 2023-05-04 Thursday | 1 | +27.2% | +2.5% | +6.0% | -0.7% | +5.2% | +11.6% | +0.1% | 42% | Sideways / Medium (15-25) | +26% |
| 2023-02-23 Thursday | +5.5% | -2.0% | -0.1% | +0.3% | -14.4% | +9.8% | -16.4% | 49% | Strong Up / Medium (15-25) | +18% | |
| 2022-11-02 Wednesday | -1.9% | +1.9% | +7.9% | -3.9% | +10.5% | +25.9% | -2.2% | 55% | Sideways / High (>25) | +6% | |
| 2022-08-03 Wednesday | 1 | +29.8% | +8.7% | +13.3% | +2.6% | -10.3% | +25.5% | +1.4% | 67% | Strong Up / Medium (15-25) | +16% |
| 2022-05-04 Wednesday | +9.7% | -2.2% | +4.2% | -5.6% | -3.1% | +11.9% | -11.7% | 44% | Strong Down / High (>25) | +5% | |
| 2022-02-23 Wednesday | -22.8% | -29.5% | -16.4% | -4.1% | -10.5% | -12.4% | -34.7% | 55% | Sideways / High (>25) | -33% | |
| 2021-11-03 Wednesday | +1.0% | -7.0% | -18.4% | +2.2% | -0.7% | -5.9% | -23.6% | 44% | Strong Up / Medium (15-25) | +2% | |
| 2021-08-04 Wednesday | +9.2% | +7.1% | +0.3% | +6.1% | +11.3% | +19.0% | -2.2% | 32% | Sideways / Medium (15-25) | +20% | |
| 2021-05-05 Wednesday | +4.6% | +2.7% | -3.5% | -4.0% | +3.7% | +6.1% | -10.1% | 38% | Sideways / Medium (15-25) | +17% | |
| 2021-02-24 Wednesday | +17.0% | +4.4% | +0.6% | +5.6% | +1.5% | +18.9% | -4.8% | 43% | Mild Up / Medium (15-25) | +1% | |
| 2020-10-28 Wednesday | +8.0% | -0.6% | +1.5% | -3.9% | +9.8% | +15.1% | -6.4% | 38% | Mild Down / High (>25) | +2% | |
| 2020-08-05 Wednesday | +19.1% | +2.2% | +0.5% | +2.0% | -2.4% | +5.7% | -4.9% | 43% | Strong Up / Medium (15-25) | +32% | |
| 2020-05-06 Wednesday | 2 | +16.0% | +13.2% | +14.7% | +7.4% | +29.7% | +50.3% | +7.0% | 82% | Strong Up / High (>25) | +17% |
| 2020-02-24 Monday | -17.3% | +8.5% | -1.5% | -11.3% | -51.3% | +8.5% | -53.5% | 43% | Mild Up / Medium (15-25) | +2% | |
| 2019-11-06 Wednesday | -7.2% | -3.8% | -6.6% | +4.6% | +16.2% | +11.3% | -9.1% | 38% | Strong Up / Low (<15) | -6% | |
| 2019-08-07 Wednesday | -9.1% | +1.3% | +5.3% | +3.2% | -3.2% | +10.3% | -4.9% | 25% | Mild Down / Medium (15-25) | +6% | |
| 2019-05-06 Monday | +22.0% | -1.0% | +5.6% | -9.5% | -7.3% | +6.8% | -9.6% | 34% | Mild Down / Medium (15-25) | +69% | |
| 2019-02-25 Monday | +3.6% | +3.5% | +4.5% | +2.0% | +6.9% | +26.6% | -2.8% | 25% | Sideways / Low (<15) | +76% | |
| 2018-11-05 Monday | -1.0% | +0.9% | +1.5% | +0.3% | +1.0% | +3.8% | +0.2% | 10% | Strong Down / Medium (15-25) | +14% | |
| 2018-07-30 Monday | 0.0% | +0.2% | +0.8% | -0.1% | -0.7% | +1.1% | -0.4% | 4% | Mild Up / Low (<15) | +93% | |
| 2018-04-30 Monday | +15.9% | -6.0% | -6.7% | +5.0% | +5.0% | +3.9% | -11.7% | 41% | Sideways / Medium (15-25) | -163% | |
| 2018-02-20 Tuesday | -24.1% | -7.5% | -5.0% | -11.2% | -0.6% | +5.3% | -19.1% | 53% | Mild Up / Medium (15-25) | -496% | |
| 2017-10-30 Monday | -11.3% | +12.4% | -1.3% | +4.0% | +11.9% | +21.1% | -10.1% | 38% | Strong Up / Low (<15) | -823% | |
| 2017-07-26 Wednesday | +11.2% | -4.5% | +2.4% | +4.0% | -6.8% | +8.7% | -5.5% | 42% | Strong Up / Low (<15) | -113% | |
| 2017-05-01 Monday | +20.3% | +4.7% | +11.2% | -1.1% | -5.6% | +17.7% | -0.2% | 42% | Sideways / Low (<15) | +346% | |
| 2017-03-01 Wednesday | +0.8% | -0.1% | +4.4% | -4.6% | -2.4% | +6.5% | -6.2% | 38% | Mild Down / Low (<15) | -77% | |
| 2016-10-26 Wednesday | 1 | -23.3% | -10.3% | +1.9% | +7.1% | +26.2% | +30.9% | -11.3% | 124% | Mild Up / Low (<15) | -24% |
| 2016-07-27 Wednesday | +13.3% | -17.6% | -17.6% | +5.8% | +18.3% | +0.3% | -23.1% | 35% | Strong Up / Low (<15) | -17% | |
| 2016-04-27 Wednesday | +3.5% | -4.8% | -12.8% | +3.1% | -6.0% | -4.5% | -23.6% | 48% | Mild Up / Low (<15) | +19% | |
| 2016-02-01 Monday | -11.3% | -17.2% | -25.5% | +8.2% | +32.4% | -0.2% | -26.5% | 61% | Strong Down / Medium (15-25) | +4% | |
| 2015-10-26 Monday | +7.4% | -20.8% | -29.9% | +1.9% | -6.8% | -19.0% | -35.6% | 23% | Strong Up / Medium (15-25) | +4% | |
| 2015-07-27 Monday | -11.5% | +0.7% | +4.4% | -1.8% | -8.3% | +6.3% | -6.5% | 32% | Mild Down / Medium (15-25) | +2% | |
| 2015-04-27 Monday | -1.0% | +8.5% | +13.6% | +3.6% | +1.2% | +24.2% | +5.1% | 31% | Mild Up / Low (<15) | +5% | |
| 2015-02-02 Monday | -2.6% | -15.8% | -13.7% | -2.7% | -9.7% | -10.1% | -23.2% | 40% | Sideways / Medium (15-25) | -18% |
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_UPBD.json.
Automated, data-driven · educational only · not financial advice.