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Earnings Analysis
Why this page exists: ZEPP 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
Monday, August 03, 2026
Next confirmed ZEPP 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 -0.77 (Bearish)
| Component | Current bucket | Hist. mean reaction | N |
|---|---|---|---|
| NVDA regime | Strong Down expl. | -1.4% | 6 |
| SPY regime | Strong Down expl. | -10.9% | 1 |
| VIX level | Medium (15-25) | -0.4% | 15 |
| Earnings weekday | Monday | -1.4% | 13 |
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
25
Avg reaction
-1.3%
Median reaction
-1.4%
Avg |move|
4.6%
Up rate
36%
Avg drift T-20
-2.5%
Event-window statistics (all cycles)
| Window | N | Mean | Median | Std | Min / Max | Win% |
|---|---|---|---|---|---|---|
| Drift T-20 → report | 25 | -2.5% | -1.7% | 15.5 | -32.9% / +35.0% | 40% |
| Drift T-5 → report | 25 | -0.8% | -0.8% | 7.5 | -15.7% / +15.4% | 48% |
| Overnight gap | 25 | -1.0% | -0.4% | 3.7 | -15.4% / +4.2% | 32% |
| Reaction day (close→close) | 25 | -1.3% | -1.4% | 5.7 | -12.3% / +11.3% | 36% |
| Follow-through +5d | 25 | -1.6% | -3.5% | 8.4 | -14.7% / +19.0% | 36% |
| Follow-through +20d | 25 | -4.6% | -3.5% | 14.4 | -35.7% / +28.9% | 24% |
| Max favorable excursion (20d) | 25 | +12.5% | +8.6% | 14.3 | -7.4% / +48.4% | 92% |
| Max adverse excursion (20d) | 25 | -15.3% | -14.8% | 10.0 | -38.4% / +2.0% | 4% |
Reaction by regime & calendar
Reaction by report weekday
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Thursday n<10 | 5 | +3.5% | +4.0% | 5.5 | 80% |
| Monday | 13 | -1.4% | 0.0% | 5.5 | 38% |
| Tuesday n<10 | 6 | -3.4% | -2.2% | 2.7 | 0% |
| Friday n<10 | 1 | -10.9% | -10.9% | 0.0 | 0% |
Reaction by NVDA 20-day regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Mild Down n<10 | 1 | +4.0% | +4.0% | 0.0 | 100% |
| Mild Up n<10 | 4 | +1.0% | +3.0% | 6.2 | 50% |
| Sideways n<10 | 6 | +0.6% | +1.3% | 4.1 | 67% |
| Strong Down n<10 | 6 | -1.4% | -2.3% | 6.7 | 33% |
| Strong Up n<10 | 8 | -4.4% | -2.2% | 4.3 | 0% |
Reaction by VIX level
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Medium (15-25) | 15 | -0.4% | -1.6% | 4.5 | 33% |
| Low (<15) n<10 | 6 | -1.6% | +0.5% | 7.5 | 50% |
| High (>25) n<10 | 4 | -4.2% | -4.9% | 6.0 | 25% |
Drift T-20 by NVDA regime
| Bucket | N | Mean | Median | Std | Win% |
|---|---|---|---|---|---|
| Sideways n<10 | 6 | +5.1% | +7.7% | 13.5 | 67% |
| Mild Up n<10 | 4 | +1.2% | +2.6% | 6.5 | 50% |
| Strong Up n<10 | 8 | +1.1% | -3.9% | 16.8 | 38% |
| Strong Down n<10 | 6 | -12.5% | -17.1% | 8.9 | 17% |
| Mild Down n<10 | 1 | -32.9% | -32.9% | 0.0 | 0% |
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
No earnings cycles inside our options DB coverage yet.
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-05-20 Monday | +11.3% | -2.7% | -10.7% | -8.0% | -17.4% | -2.7% | -28.3% | 50% | Strong Up / Low (<15) | -558% | |
| 2024-03-18 Monday | -6.2% | -8.2% | -12.3% | -14.7% | -20.6% | -7.4% | -30.3% | 69% | Strong Up / Low (<15) | -80% | |
| 2023-11-20 Monday | +35.0% | 0.0% | 0.0% | -6.7% | +4.4% | +41.5% | -17.8% | 54% | Strong Up / Low (<15) | +133% | |
| 2023-08-21 Monday | -1.7% | +0.9% | 0.0% | -7.0% | 0.0% | +8.6% | -7.8% | 52% | Mild Up / Medium (15-25) | -1011% | |
| 2023-05-23 Tuesday | 1 | -1.6% | -0.7% | -4.7% | -0.8% | -5.9% | +1.7% | -11.9% | 71% | Strong Up / Medium (15-25) | -904% |
| 2023-03-21 Tuesday | -18.6% | -2.1% | -1.4% | -10.6% | -3.5% | +7.6% | -16.0% | 51% | Strong Up / Medium (15-25) | -638% | |
| 2022-11-21 Monday | 1 | +14.3% | -2.3% | -1.6% | -7.9% | +24.6% | +32.0% | -10.2% | 76% | Strong Up / Medium (15-25) | -141% |
| 2022-08-25 Thursday | +13.6% | 0.0% | -5.5% | +2.1% | -21.7% | +2.5% | -29.5% | 50% | Sideways / Medium (15-25) | -103% | |
| 2022-05-24 Tuesday | -16.1% | +2.0% | -1.0% | +4.5% | -1.5% | +11.8% | -6.4% | 65% | Strong Down / High (>25) | -1237% | |
| 2022-03-17 Thursday | 3 | -32.9% | -0.0% | +4.0% | -1.6% | -11.6% | +11.0% | -8.4% | 112% | Mild Down / High (>25) | -44% |
| 2021-11-16 Tuesday | -11.4% | -0.6% | -1.7% | -4.0% | -35.7% | +0.6% | -38.4% | 55% | Strong Up / Medium (15-25) | +1% | |
| 2021-08-19 Thursday | -15.1% | -0.5% | +1.8% | +10.2% | -4.6% | +18.9% | -4.3% | 57% | Sideways / Medium (15-25) | +137% | |
| 2021-05-13 Thursday | 1 | -21.4% | +3.2% | +11.3% | +8.8% | +17.9% | +35.0% | +2.0% | 59% | Strong Down / Medium (15-25) | -338% |
| 2021-03-15 Monday | 1 | -18.1% | +0.4% | -4.5% | -10.0% | -22.9% | +2.6% | -30.4% | 83% | Strong Down / Medium (15-25) | +36% |
| 2020-11-23 Monday | +17.1% | -2.1% | -4.0% | -5.6% | -8.9% | +0.2% | -15.2% | 57% | Sideways / Medium (15-25) | -33% | |
| 2020-08-18 Tuesday | 2 | -13.8% | +0.4% | -2.6% | +3.9% | +6.9% | +8.2% | -13.6% | 91% | Strong Up / Medium (15-25) | +1% |
| 2020-05-12 Tuesday | -8.0% | -0.4% | -8.8% | -6.3% | -3.3% | +0.7% | -26.7% | 71% | Mild Up / High (>25) | -78% | |
| 2020-03-13 Friday | +0.1% | -15.4% | -10.9% | +4.2% | -2.1% | +6.1% | -15.4% | 59% | Strong Down / High (>25) | +24% | |
| 2019-08-19 Monday | 1 | +1.8% | +1.1% | +5.4% | -12.2% | -3.1% | +10.3% | -11.2% | 72% | Sideways / Medium (15-25) | -3% |
| 2019-06-03 Monday | 1 | -19.4% | -0.4% | +0.2% | +14.7% | +28.9% | +34.0% | -6.3% | 73% | Strong Down / Medium (15-25) | +84% |
| 2019-03-14 Thursday | 3 | +7.0% | +1.6% | +5.9% | -9.9% | -7.7% | +10.3% | -14.8% | 96% | Mild Up / Low (<15) | +5% |
| 2018-11-26 Monday | -0.2% | -0.4% | -3.6% | +19.0% | +5.3% | +17.3% | -4.5% | 34% | Strong Down / Medium (15-25) | +120% | |
| 2018-08-20 Monday | 1 | +21.5% | -1.7% | +0.9% | -0.5% | -11.5% | +2.5% | -17.4% | 95% | Sideways / Low (<15) | +106% |
| 2018-05-21 Monday | 1 | +7.6% | -0.6% | +6.8% | +2.8% | -3.2% | +48.4% | -2.7% | 64% | Mild Up / Low (<15) | -78% |
| 2018-03-26 Monday | -8.5% | +4.2% | +4.8% | -3.5% | -18.5% | +10.3% | -17.4% | 34% | Sideways / Medium (15-25) | -56% |
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_ZEPP.json.
Automated, data-driven · educational only · not financial advice.