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Earnings Analysis
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)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -3.6% | 2 |
| VIX level | Medium (15-25) | +0.4% | 17 |
| Earnings weekday | Thursday | +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)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 23 | +1.1% | +1.8% | 10.1 | -17.5% / +23.4% | 52% |
| Drift T-5 → report | 23 | -0.6% | -0.9% | 7.0 | -14.5% / +12.8% | 48% |
| Overnight gap | 23 | +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 +5d | 23 | +0.2% | -0.8% | 4.4 | -8.1% / +12.7% | 39% |
| Follow-through +20d | 23 | +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
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday | 21 | +0.7% | +0.5% | 2.8 | 57% |
| Friday n<10 | 2 | -0.1% | -0.1% | 0.7 | 50% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 1 | +1.6% | +1.6% | 0.0 | 100% |
| Sideways | 10 | +1.4% | +1.8% | 2.2 | 70% |
| Strong Up n<10 | 7 | +0.6% | +0.1% | 2.8 | 57% |
| Mild Up n<10 | 3 | +0.2% | -0.3% | 0.7 | 33% |
| Strong Down n<10 | 2 | -3.6% | -3.6% | 2.8 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Low (<15) n<10 | 2 | +2.1% | +2.1% | 4.3 | 50% |
| High (>25) n<10 | 4 | +0.7% | +0.4% | 1.8 | 50% |
| Medium (15-25) | 17 | +0.4% | +0.5% | 2.5 | 59% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 7 | +4.7% | +9.0% | 12.1 | 57% |
| Strong Down n<10 | 2 | +1.4% | +1.4% | 9.4 | 50% |
| Sideways | 10 | +0.7% | +2.5% | 6.9 | 60% |
| Mild Up n<10 | 3 | -0.5% | -4.7% | 9.2 | 33% |
| Mild Down n<10 | 1 | -16.8% | -16.8% | 0.0 | 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 |
|---|---|---|---|---|
| 2026-05-07 | 8.2% | -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
| Report | Pre | Drift20 | Gap | React | +5d | +20d | MFE | MAE | HV20 | NVDA / VIX | Surprise |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.