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Earnings Analysis
Why this page exists: WRD 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, August 12, 2026
Next confirmed WRD 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 -0.13 (Neutral / Mixed)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| VIX level | Medium (15-25) expl. | -0.7% | 1 |
| Earnings weekday | Wednesday expl. | -0.7% | 1 |
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
2
Avg reaction
+4.3%
Median reaction
+4.3%
Avg |move|
5.0%
Up rate
50%
Avg drift T-20
-5.6%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 2 | -5.6% | -5.6% | 0.1 | -5.7% / -5.6% | 0% |
| Drift T-5 → report | 2 | +2.2% | +2.2% | 3.0 | -0.8% / +5.2% | 50% |
| Overnight gap | 2 | -0.7% | -0.7% | 0.4 | -1.1% / -0.3% | 0% |
| Reaction day (close→close) | 2 | +4.3% | +4.3% | 5.0 | -0.7% / +9.2% | 50% |
| Follow-through +5d | 2 | -6.0% | -6.0% | 0.1 | -6.0% / -6.0% | 0% |
| Follow-through +20d | 2 | -5.0% | -5.0% | 12.2 | -17.2% / +7.1% | 50% |
| Max favorable excursion (20d) | 2 | +13.1% | +13.1% | 8.5 | +4.6% / +21.5% | 100% |
| Max adverse excursion (20d) | 2 | -11.0% | -11.0% | 10.1 | -21.1% / -0.9% | 0% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Monday n<10 | 1 | +9.2% | +9.2% | 0.0 | 100% |
| Wednesday n<10 | 1 | -0.7% | -0.7% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 1 | +9.2% | +9.2% | 0.0 | 100% |
| Strong Up n<10 | 1 | -0.7% | -0.7% | 0.0 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| High (>25) n<10 | 1 | +9.2% | +9.2% | 0.0 | 100% |
| Medium (15-25) n<10 | 1 | -0.7% | -0.7% | 0.0 | 0% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Strong Up n<10 | 1 | -5.6% | -5.6% | 0.0 | 0% |
| Mild Down n<10 | 1 | -5.7% | -5.7% | 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 |
|---|---|---|---|---|
| 2026-05-13 | 6.9% | -0.7% | -1.1% | 0.09x |
| 2026-03-23 | 42.1% | +9.2% | -0.3% | 0.22x |
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-13 Wednesday | -5.6% | -1.1% | -0.7% | -6.0% | -17.2% | +4.6% | -21.1% | 43% | Strong Up / Medium (15-25) | -376% | |
| 2026-03-23 Monday | -5.7% | -0.3% | +9.2% | -6.0% | +7.1% | +21.5% | -0.9% | 55% | Mild Down / High (>25) | -71% |
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_WRD.json.
Automated, data-driven · educational only · not financial advice.