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Why this page exists: SMCI habitually moves BEFORE earnings when it pre-announces (guidance raises, preliminary results, business updates). 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

Tuesday, August 04, 2026
Next confirmed SMCI earnings date (source: exchange calendar).
Historical pre-announcements landed 4–9 trading days before the report (median 6).
Projected watch window: Jul 22 → Jul 29 · most likely around Mon Jul 27.
Pre-announcement weekdays so far: Tuesday ×2, Wednesday ×1, Thursday ×1, Monday ×1. Documented pre-announcement rate in the modern era: 42% of the last 12 cycles.

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 +0.22 (Neutral / Mixed)
ComponentCurrent bucketHist. mean reactionN
NVDA regimeSideways expl.+3.4%8
SPY regimeSideways+1.0%21
VIX levelMedium (15-25)+1.6%22
Earnings weekdayTuesday+3.1%24
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
39
Avg reaction
+3.1%
Median reaction
+3.5%
Avg |move|
10.3%
Up rate
62%
Avg drift T-20
+5.3%
Event-window statistics (all cycles)
WindowNMeanMedianStdMin / MaxWin%
Drift T-20 → report39+5.3%-0.2%19.9-31.1% / +70.1%49%
Drift T-5 → report39+0.8%+1.0%6.7-18.4% / +13.6%54%
Overnight gap39+2.3%+3.3%8.3-17.3% / +20.8%62%
Reaction day (close→close)39+3.1%+3.5%12.6-23.4% / +31.2%62%
Follow-through +5d39+0.0%-1.1%9.0-23.4% / +29.3%36%
Follow-through +20d39+6.7%+1.8%19.5-20.5% / +67.2%64%
Max favorable excursion (20d)39+22.4%+17.8%30.2-14.7% / +132.7%85%
Max adverse excursion (20d)39-8.0%-7.6%11.9-36.0% / +13.0%26%
Reaction by regime & calendar

Reaction by report weekday

BucketNMeanMedianStdWin%
Thursday11+4.3%+5.2%6.873%
Monday n<101+3.5%+3.5%0.0100%
Tuesday24+3.1%+4.5%15.358%
Wednesday n<102-0.9%-0.9%1.750%
Friday n<101-1.8%-1.8%0.00%

Reaction by NVDA 20-day regime

BucketNMeanMedianStdWin%
Strong Down n<104+6.6%+7.6%18.375%
Strong Up14+5.7%+7.0%9.679%
Sideways n<108+3.4%+0.5%11.862%
Mild Down n<105+2.6%-2.5%13.440%
Mild Up n<108-3.3%-1.7%11.738%

Reaction by VIX level

BucketNMeanMedianStdWin%
High (>25) n<106+10.6%+13.0%16.183%
Low (<15)11+2.0%+0.8%6.073%
Medium (15-25)22+1.6%-0.1%13.250%

Drift T-20 by NVDA regime

BucketNMeanMedianStdWin%
Strong Up14+11.8%+7.1%21.964%
Mild Up n<108+11.7%+6.1%21.862%
Sideways n<108+0.6%-5.1%12.238%
Strong Down n<104-3.9%+0.5%17.950%
Mild Down n<105-7.9%-10.0%5.90%
Documented pre-announcements
DateSignalEventLeadDay retNext dayTo earnings
2025-04-29
Tuesday
NEGATIVEPreliminary Q3 FY25: revenue cut to $4.5-4.6B from $5-6B guidance (delayed customer platform decisions)5d-3.4%-11.5%-8.5%
2025-02-11
Tuesday
POSITIVEBusiness update: preliminary Q2 FY25 figures + $40B FY26 revenue target; reiterated 10-K filing on track9d-9.5%+2.8%+17.9%
2024-10-30
Wednesday
NEGATIVE8-K disclosing Ernst & Young resignation as auditor; Q1 FY25 'business update' followed instead of full results4d-32.7%-12.0%-16.2%
2024-01-18
Thursday
POSITIVERaised Q2 FY24 revenue guidance to $3.6-3.65B from $2.7-2.9B on AI demand7d-2.1%+35.9%+59.1%
2023-04-24
Monday
NEGATIVEPreliminary Q3 FY23: revenue ~$1.28B vs $1.47-1.63B guidance (component shortages / delayed customer decisions)6d-8.1%-5.4%+5.9%
The habit: every documented pre-announcement landed inside the last 4–9 trading days before the report. Positive pre-announcements (guidance raises) came with continued drift into earnings; negative preliminary results did not mean-revert before the report. Sample is small (n=5) — treat as exploratory, but the LEAD-TIME clustering is the actionable part: once inside the window, gap risk is two-sided and elevated.
Expected move vs actual (our nightly ATM data)
Report dateExpected moveActual reactionGapActual / EM
2026-05-0515.4%+24.5%+13.0%1.60x
2026-02-0314.3%+13.8%+11.1%0.96x
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
2026-05-05
exp 2026-05-08 · ATM 28
+24.5%204.0% → 170.0% (-34 pts)+240.1%-96.7%+66.7%-66.7%+71.6%-71.6%
2026-02-03
exp 2026-02-06 · ATM 29.5
+13.8%187.0% → 126.0% (-61 pts)+104.2%-95.1%+11.8%-11.8%+15.0%-15.0%
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
2026-05-05
Tuesday
+22.8%+13.0%+24.5%-5.4%+36.8%+84.7%+5.9%64%Strong Up / Medium (15-25)+35%
2026-02-03
Tuesday
1-1.3%+11.1%+13.8%-1.3%-3.3%+17.8%-1.1%53%Mild Down / Medium (15-25)+41%
2025-11-04
Tuesday
-13.9%-5.1%-11.3%-7.6%-19.9%-2.2%-34.5%72%Mild Up / Medium (15-25)-10%
2025-08-05
Tuesday
1+16.6%-17.3%-18.3%-0.8%-14.3%-14.7%-30.9%54%Strong Up / Medium (15-25)-7%
2025-05-06
Tuesday
NEGATIVE 3-0.2%-5.6%-1.4%+19.7%+35.9%+45.1%-7.3%96%Strong Up / Medium (15-25)+4%
2025-02-25
Tuesday
POSITIVE 5+56.7%+20.8%+12.2%-23.4%-20.5%+23.4%-24.2%128%Mild Up / Medium (15-25)-2%
2024-08-06
Tuesday
-31.1%-13.7%-20.1%+15.2%-14.1%+3.7%-36.0%55%Strong Down / High (>25)-23%
2024-04-30
Tuesday
2-15.0%-9.5%-14.0%+11.0%+13.7%+13.2%-18.5%114%Mild Down / Medium (15-25)+19%
2024-01-29
Monday
POSITIVE 1+70.1%+10.4%+3.5%+29.3%+65.9%+117.5%+1.1%115%Strong Up / Low (<15)+8%
2023-11-01
Wednesday
-10.0%+3.4%-2.5%+5.8%+11.2%+21.5%-9.9%62%Mild Down / Medium (15-25)+6%
2023-08-08
Tuesday
+28.2%-14.5%-23.4%-0.7%+3.0%-14.1%-32.3%48%Mild Up / Medium (15-25)+21%
2023-05-02
Tuesday
NEGATIVE -7.3%+11.1%+28.3%-1.3%+67.2%+132.7%+9.5%64%Sideways / Medium (15-25)-5%
2023-01-31
Tuesday
1-11.9%-0.5%+10.2%+2.8%+27.9%+43.8%-3.1%71%Strong Up / Medium (15-25)+8%
2022-11-01
Tuesday
1+19.2%+4.4%+12.5%-3.1%+11.6%+32.5%+3.2%62%Sideways / High (>25)+21%
2022-08-09
Tuesday
1+43.0%+9.6%+9.5%+3.8%-0.7%+28.8%+4.5%52%Strong Up / Medium (15-25)+12%
2022-05-03
Tuesday
1+14.6%+11.8%+31.2%-9.9%-8.8%+35.0%+8.1%78%Strong Down / High (>25)+27%
2022-02-01
Tuesday
-8.6%+4.4%+5.1%-12.1%-3.7%+5.5%-11.3%45%Strong Down / Medium (15-25)+13%
2021-11-02
Tuesday
-0.6%+11.7%+13.0%+7.1%+1.3%+27.2%+6.2%22%Strong Up / Medium (15-25)+55%
2021-08-10
Tuesday
+17.1%+2.4%+0.7%-5.8%-6.4%+2.8%-11.1%28%Sideways / Medium (15-25)+4%
2021-05-04
Tuesday
-7.1%-2.7%-0.9%-5.7%+0.1%+1.0%-8.5%19%Mild Up / Medium (15-25)+7%
2021-02-02
Tuesday
+2.2%+2.4%+4.0%+2.6%+1.8%+9.4%-3.6%29%Mild Up / High (>25)+44%
2020-11-03
Tuesday
-12.4%+15.8%+22.3%-2.1%+2.7%+29.2%+13.0%40%Mild Down / High (>25)+255%
2020-08-11
Tuesday
+10.0%-8.7%-14.7%-0.6%+0.6%-6.7%-18.9%29%Mild Up / Medium (15-25)+29%
2020-05-07
Thursday
+6.9%+5.0%+13.6%-8.1%+12.6%+33.1%-0.2%31%Strong Up / High (>25)+140%
2020-02-06
Thursday
1+22.5%-3.0%-2.5%+4.1%-8.3%+3.6%-13.3%57%Mild Up / Medium (15-25)-16%
2019-12-20
Friday
+17.4%+0.6%-1.8%-0.8%+20.2%+21.7%-6.7%31%Strong Up / Low (<15)-19%
2019-12-19
Thursday
+7.3%+1.3%+8.8%-2.2%+16.0%+32.5%+1.1%14%Strong Up / Low (<15)-32%
2019-12-18
Wednesday
+4.8%-0.1%+0.8%+5.1%+26.6%+33.5%-0.4%15%Strong Up / Low (<15)-54%
2017-08-03
Thursday
+12.9%-2.2%+0.2%-2.0%-1.7%+3.1%-7.6%35%Strong Up / Low (<15)+8%
2017-04-27
Thursday
-5.3%+4.9%+0.4%-1.0%+0.4%+6.0%-8.2%20%Sideways / Low (<15)-1%
2017-01-26
Thursday
-0.5%+10.3%-6.5%-4.5%+1.1%+11.2%-13.0%26%Mild Down / Low (<15)+5%
2016-10-27
Thursday
-4.9%+6.6%+10.4%-8.4%+10.0%+21.9%-0.5%22%Mild Up / Medium (15-25)+71%
2016-08-04
Thursday
1-16.4%-2.1%+5.2%+0.7%+3.1%+9.2%-5.4%118%Strong Up / Low (<15)+24%
2016-04-28
Thursday
1-17.1%-2.0%-4.8%-1.1%-4.2%-2.0%-13.7%79%Sideways / Medium (15-25)+4%
2016-01-28
Thursday
1+9.6%+3.3%+10.2%+8.5%+7.7%+23.2%+1.8%95%Strong Down / Medium (15-25)+10%
2015-10-22
Thursday
1-8.3%+4.3%+11.9%-2.0%-17.7%+21.0%-8.4%73%Strong Up / Low (<15)-2%
2015-08-04
Tuesday
-6.5%+7.7%+8.1%-6.3%-11.2%+12.2%-9.3%34%Sideways / Low (<15)+1%
2015-04-21
Tuesday
-5.0%-3.0%-8.4%-7.0%+3.1%-2.3%-18.6%42%Sideways / Low (<15)-5%
2015-01-20
Tuesday
+9.5%+3.9%-9.6%+9.4%+14.7%+7.2%-10.1%46%Sideways / Medium (15-25)+39%
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_SMCI.json.
Automated, data-driven · educational only · not financial advice.