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Why this page exists: IBM 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, July 22, 2026
Next confirmed IBM earnings date (source: exchange calendar).

Current regime & edge read

As of 2026-07-13: NVDA Sideways (-0.7% 20d), SPY Sideways (+1.8%), SOX Mild Down, VIX 17.2 (Medium (15-25)).
EdgeScore -0.13 (Neutral / Mixed)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeSideways expl.-1.4%7
SPY regimeSideways+0.4%25
VIX levelMedium (15-25)-1.5%23
Earnings weekdayWednesday-0.3%19
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
-2.8%
Avg |move|
5.1%
Up rate
39%
Avg drift T-20
+2.2%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report46+2.2%+1.8%5.2-6.3% / +26.2%61%
Drift T-5 → report46+0.7%+0.5%2.2-4.0% / +6.0%59%
Overnight gap46-1.3%-2.5%4.9-8.6% / +9.3%41%
Reaction day (close→close)46-1.1%-2.8%5.8-9.9% / +13.0%39%
Follow-through +5d46+0.2%+0.1%3.1-6.5% / +8.1%54%
Follow-through +20d46+0.7%+1.3%6.2-21.3% / +14.5%57%
Max favorable excursion (20d)46+4.0%+4.2%7.3-6.3% / +20.7%61%
Max adverse excursion (20d)46-6.2%-7.1%7.0-24.5% / +8.0%22%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Wednesday19-0.3%+0.0%6.553%
Tuesday11-0.8%-4.2%6.136%
Monday13-1.9%-2.6%3.823%
Thursday n<103-3.9%-4.0%5.033%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Mild Down n<108+0.7%+1.1%6.550%
Strong Up13-1.0%-3.0%5.731%
Sideways n<107-1.4%-0.9%5.343%
Strong Down n<105-1.4%-4.9%6.540%
Mild Up13-2.1%-4.2%4.938%

Reaction by VIX level

BucketNMeanMedianStdWin%
Low (<15)16-0.1%-0.7%5.044%
Medium (15-25)23-1.5%-2.6%6.439%
High (>25) n<107-2.3%-4.9%4.829%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up13+5.8%+4.9%6.985%
Mild Up13+1.8%+1.5%2.262%
Mild Down n<108+1.0%+1.2%3.262%
Sideways n<107+0.4%-0.5%4.443%
Strong Down n<105-2.2%-1.8%2.320%
Documented pre-announcements
No documented pre-announcements in the registry.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-04-227.1%-8.2%-7.8%1.17x
2026-01-287.2%+5.1%+8.1%0.72x
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
ReportStock reactIV crushLong ATM CallLong ATM PutLong StraddleShort StraddleLong StrangleShort Strangle
2026-04-22
exp 2026-04-24 · ATM 250
-8.2%116.0% → 76.0% (-40 pts)-99.1%+146.3%+10.1%-10.1%+11.6%-11.6%
2026-01-28
exp 2026-01-30 · ATM 290
+5.1%116.0% → 61.0% (-55 pts)+51.6%-99.0%-6.4%+6.4%-11.5%+11.5%
How this is priced: entry legs come from our own stored option-chain snapshot on the report day (nightly quotes are frozen at the close, i.e. BEFORE the after-market announcement); exit legs from the reaction-day close snapshot. Front expiry after the reaction day, ATM = strike nearest the pre-report close, strangle = one strike out per side. Marks, not fills — spreads/slippage would reduce long-side returns. One row per earnings cycle inside our chain coverage (grows every quarter automatically).
Every earnings cycle
ReportPreDrift20GapReact+5d+20dMFEMAEHV20NVDA / VIXSurprise
2026-04-22
Wednesday
+4.7%-7.8%-8.2%-1.7%-1.9%-6.3%-15.1%25%Strong Up / Medium (15-25)+5%
2026-01-28
Wednesday
-3.8%+8.1%+5.1%-6.5%-21.3%+8.8%-24.5%34%Sideways / Medium (15-25)+5%
2025-10-22
Wednesday
+7.5%-7.8%-0.9%+8.1%+1.8%+13.6%-8.3%28%Sideways / Medium (15-25)+8%
2025-07-23
Wednesday
-4.0%-7.4%-7.6%-0.1%-6.3%-5.8%-16.7%14%Strong Up / Medium (15-25)+5%
2025-04-23
Wednesday
-1.8%-5.8%-6.6%+5.5%+14.5%+10.4%-8.6%40%Strong Down / High (>25)+12%
2025-01-29
Wednesday
+2.6%+9.3%+13.0%+1.9%-1.3%+16.7%+8.0%13%Mild Down / Medium (15-25)+4%
2024-10-23
Wednesday
+5.2%-5.1%-6.2%-6.2%-1.0%-4.9%-12.6%14%Strong Up / Medium (15-25)+3%
2024-07-24
Wednesday
+6.6%+1.5%+4.3%+0.1%+3.6%+8.2%-1.2%15%Mild Down / Medium (15-25)+12%
2024-04-24
Wednesday
-2.3%-8.6%-8.2%-2.6%+3.9%-4.0%-11.7%15%Strong Down / Medium (15-25)+5%
2024-01-24
Wednesday
+7.3%+6.3%+9.5%-3.6%-2.4%+13.2%+3.7%16%Strong Up / Low (<15)+2%
2023-10-25
Wednesday
-4.2%+3.7%+4.9%+1.1%+9.1%+14.9%+3.3%13%Sideways / Medium (15-25)+4%
2023-07-19
Wednesday
-0.3%+1.3%+2.1%+1.9%+2.8%+8.2%+0.8%17%Mild Up / Low (<15)+9%
2023-04-19
Wednesday
-0.2%+3.0%+0.0%-0.4%+0.8%+3.7%-3.6%18%Mild Up / Medium (15-25)+10%
2023-01-25
Wednesday
-0.6%-2.3%-4.5%+0.5%-1.5%-1.2%-7.3%17%Strong Up / Medium (15-25)-0%
2022-10-19
Wednesday
-1.9%+3.0%+4.7%+5.2%+14.0%+20.7%+2.1%28%Mild Down / High (>25)+1%
2022-07-18
Monday
+1.8%-4.7%-5.2%-1.8%+4.4%-0.9%-9.4%20%Mild Up / High (>25)+1%
2022-04-19
Tuesday
+0.8%+4.5%+7.1%-1.5%+1.2%+9.9%+0.7%14%Strong Down / Medium (15-25)-1%
2022-01-24
Monday
-1.4%+0.2%+5.7%-1.9%-7.8%+7.8%-3.6%16%Strong Down / High (>25)+2%
2021-10-20
Wednesday
+5.4%-5.9%-9.6%-2.5%-2.5%-5.8%-12.7%18%Sideways / Medium (15-25)+0%
2021-07-19
Monday
-3.6%+3.7%+1.5%+2.0%+3.8%+5.4%+0.6%22%Sideways / Medium (15-25)+2%
2021-04-19
Monday
+3.3%+3.0%+3.8%+2.5%+6.2%+12.7%+2.7%19%Strong Up / Medium (15-25)+7%
2021-01-21
Thursday
+6.7%-8.3%-9.9%+1.2%+1.7%-5.0%-10.8%16%Mild Up / Medium (15-25)+10%
2020-10-19
Monday
+4.4%-4.6%-6.5%-4.4%+2.3%-3.2%-15.6%27%Mild Up / High (>25)+0%
2020-07-20
Monday
+3.2%+3.8%-0.2%+0.1%+0.0%+4.6%-4.2%24%Strong Up / Medium (15-25)+5%
2020-04-20
Monday
1+26.2%-5.3%-3.0%+7.8%+5.5%+7.4%-6.9%67%Strong Up / High (>25)+2%
2020-01-21
Tuesday
+3.4%+3.0%+3.4%-3.0%+5.9%+14.1%-3.0%11%Mild Up / Low (<15)+0%
2019-10-16
Wednesday
-0.1%-5.0%-5.5%+0.1%+1.4%-0.9%-7.9%15%Mild Up / Low (<15)+1%
2019-07-17
Wednesday
+4.9%-0.4%+4.6%+0.3%-11.2%+6.9%-7.4%10%Strong Up / Low (<15)+3%
2019-04-16
Tuesday
+3.3%-5.3%-4.2%+0.6%-2.2%-2.2%-8.7%12%Mild Up / Low (<15)+1%
2019-01-22
Tuesday
+8.4%+7.2%+8.5%+1.1%+5.1%+15.0%+6.4%27%Strong Up / Medium (15-25)+1%
2018-10-16
Tuesday
-2.3%-6.4%-7.6%-2.1%-8.7%-5.5%-21.4%22%Mild Down / Medium (15-25)+1%
2018-07-18
Wednesday
+0.4%+2.3%+3.3%-1.8%-2.5%+4.2%-1.5%15%Mild Down / Low (<15)+1%
2018-04-17
Tuesday
+2.3%-5.5%-7.5%-2.2%-2.3%-5.2%-13.1%26%Sideways / Medium (15-25)+1%
2018-01-18
Thursday
+10.3%-2.8%-4.0%+1.9%-3.0%-0.2%-13.8%15%Strong Up / Low (<15)+0%
2017-10-17
Tuesday
+1.5%+7.2%+8.9%-2.3%-5.7%+10.9%+1.6%8%Mild Up / Low (<15)+1%
2017-07-18
Tuesday
-0.5%-2.6%-4.2%-0.9%-2.7%-2.4%-7.8%10%Mild Up / Low (<15)+8%
2017-04-18
Tuesday
-3.2%-4.9%-4.9%-0.8%-4.0%-4.4%-11.1%8%Mild Down / Low (<15)+1%
2017-01-19
Thursday
+0.1%+0.6%+2.2%+4.8%+7.2%+10.4%-0.5%10%Mild Up / Low (<15)+3%
2016-10-17
Monday
-0.1%-3.1%-2.6%-0.1%+5.9%+5.5%-4.5%12%Mild Up / Medium (15-25)+2%
2016-07-18
Monday
+5.2%+1.2%-0.2%+1.9%+2.3%+4.1%-1.2%27%Strong Up / Low (<15)+2%
2016-04-18
Monday
+3.7%-4.0%-5.6%+3.3%+4.8%+0.0%-6.5%15%Mild Up / Low (<15)+8%
2016-01-19
Tuesday
-6.3%-7.5%-4.9%+0.6%+4.5%+0.6%-7.9%18%Strong Down / High (>25)+1%
2015-10-19
Monday
+1.9%-4.5%-5.8%+2.1%-4.0%-2.5%-10.9%18%Strong Up / Medium (15-25)+1%
2015-07-20
Monday
+3.7%-5.1%-5.9%-2.5%-3.4%-4.0%-10.4%14%Mild Down / Low (<15)+1%
2015-04-20
Monday
+2.0%-0.1%-1.1%+3.9%+6.2%+6.1%-2.0%19%Mild Down / Low (<15)+2%
2015-01-20
Tuesday
-0.5%-2.5%-3.1%+1.0%+7.4%+4.2%-4.7%18%Sideways / Medium (15-25)+7%
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_IBM.json.
Automated, data-driven · educational only · not financial advice.