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Why this page exists: VNT 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, August 06, 2026
Next confirmed VNT 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 (Bearish)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeStrong Down expl.-3.6%2
VIX levelMedium (15-25)+0.4%17
Earnings weekdayThursday+0.7%21
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
23
Avg reaction
+0.6%
Median reaction
+0.5%
Avg |move|
2.1%
Up rate
57%
Avg drift T-20
+1.1%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report23+1.1%+1.8%10.1-17.5% / +23.4%52%
Drift T-5 → report23-0.6%-0.9%7.0-14.5% / +12.8%48%
Overnight gap23+0.2%+0.2%1.2-2.5% / +1.9%65%
Reaction day (close→close)23+0.6%+0.5%2.7-6.3% / +6.4%57%
Follow-through +5d23+0.2%-0.8%4.4-8.1% / +12.7%39%
Follow-through +20d23+0.7%+1.4%8.6-15.5% / +18.6%57%
Max favorable excursion (20d)23+7.5%+6.1%5.8+0.5% / +21.4%100%
Max adverse excursion (20d)23-6.0%-4.5%5.4-17.1% / +0.7%17%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Thursday21+0.7%+0.5%2.857%
Friday n<102-0.1%-0.1%0.750%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Mild Down n<101+1.6%+1.6%0.0100%
Sideways10+1.4%+1.8%2.270%
Strong Up n<107+0.6%+0.1%2.857%
Mild Up n<103+0.2%-0.3%0.733%
Strong Down n<102-3.6%-3.6%2.80%

Reaction by VIX level

BucketNMeanMedianStdWin%
Low (<15) n<102+2.1%+2.1%4.350%
High (>25) n<104+0.7%+0.4%1.850%
Medium (15-25)17+0.4%+0.5%2.559%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up n<107+4.7%+9.0%12.157%
Strong Down n<102+1.4%+1.4%9.450%
Sideways10+0.7%+2.5%6.960%
Mild Up n<103-0.5%-4.7%9.233%
Mild Down n<101-16.8%-16.8%0.00%
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-05-078.2%-1.9%+0.7%0.23x
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
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
2026-05-07
Thursday
1-17.5%+0.7%-1.9%-4.5%-6.4%+2.6%-11.1%51%Strong Up / Medium (15-25)+0%
2026-02-12
Thursday
+9.8%+1.9%-0.7%-2.0%-13.8%+3.2%-15.4%35%Sideways / Medium (15-25)+1%
2025-10-30
Thursday
1-8.9%+0.0%+1.1%-1.8%-5.7%+1.8%-11.0%48%Mild Up / Medium (15-25)+1%
2025-07-31
Thursday
+9.0%-1.5%-2.6%-0.1%+7.5%+5.6%-4.5%24%Strong Up / Medium (15-25)+10%
2025-05-01
Thursday
1-4.2%+1.3%+3.3%+4.8%+7.4%+15.8%+0.7%62%Sideways / Medium (15-25)+6%
2025-02-13
Thursday
+4.3%+0.7%+2.3%-4.0%-15.5%+6.1%-17.1%24%Sideways / Medium (15-25)+2%
2024-10-31
Thursday
+12.3%-0.8%-0.3%+9.4%+6.3%+10.5%-1.5%34%Mild Up / Medium (15-25)+6%
2024-08-01
Thursday
1-8.0%-2.5%-6.3%+1.1%+5.3%+0.5%-9.1%43%Strong Down / Medium (15-25)-11%
2024-05-02
Thursday
-5.7%-0.1%-2.3%+2.9%+1.4%+2.4%-4.3%16%Sideways / Low (<15)+5%
2024-02-15
Thursday
+11.0%+1.3%+6.4%+3.7%+5.2%+14.3%+0.3%29%Strong Up / Low (<15)+2%
2023-11-02
Thursday
+1.8%+0.2%+2.8%-1.4%+6.3%+9.2%+0.2%30%Sideways / Medium (15-25)+7%
2023-08-03
Thursday
-4.7%-0.2%-0.3%-0.8%+5.8%+6.9%-3.1%18%Mild Up / Medium (15-25)+3%
2023-05-04
Thursday
+6.1%+1.6%+1.4%+0.6%+8.7%+10.8%-1.1%20%Sideways / Medium (15-25)+11%
2023-02-16
Thursday
+23.4%-0.9%+0.1%-0.8%-3.3%+6.3%-5.4%36%Strong Up / Medium (15-25)+4%
2022-11-03
Thursday
-2.1%+1.2%+3.2%+12.7%+10.4%+20.8%+0.3%49%Sideways / High (>25)+0%
2022-08-05
Friday
+10.8%+0.9%-0.8%-1.3%-11.8%+2.7%-13.1%36%Strong Up / Medium (15-25)+3%
2022-05-05
Thursday
+10.8%+0.6%-0.8%-4.0%-0.9%+4.5%-6.8%27%Strong Down / High (>25)+7%
2022-02-17
Thursday
1-14.2%-2.3%-1.0%-1.1%+0.1%+3.3%-11.2%54%Sideways / High (>25)+3%
2021-11-04
Thursday
-2.8%+1.2%+2.4%-1.8%-8.6%+4.5%-7.6%25%Strong Up / Medium (15-25)+8%
2021-08-06
Friday
+3.2%+0.2%+0.6%+1.9%+9.7%+11.0%-1.5%25%Sideways / Medium (15-25)+10%
2021-05-06
Thursday
+8.1%+1.2%+5.0%-3.9%-1.1%+6.8%-0.7%23%Sideways / Medium (15-25)+14%
2021-02-11
Thursday
-1.3%+0.1%+0.5%-8.1%-8.9%+1.3%-12.0%33%Strong Up / Medium (15-25)+2%
2020-10-29
Thursday
1-16.8%-0.5%+1.6%+2.1%+18.6%+21.4%-2.3%69%Mild Down / High (>25)+15%
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_VNT.json.
Automated, data-driven · educational only · not financial advice.