← positive_eps_streak (all companies) · AAPL (all signals) · all methodology
positive_eps_streak on Apple Inc. (AAPL)
SIC 3571 — Electronic Computers · CIK 320193 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on AAPL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-10-31 | 2025-10-31 | -0.49% | -0.70% | +4.81% | -4.38% | — |
| FY2024 | 2024-11-01 | 2024-11-01 | -0.40% | +1.93% | +7.60% | +5.99% | +21.75% |
| FY2023 | 2023-11-03 | 2023-11-03 | +1.46% | +5.66% | +7.38% | +5.92% | +27.14% |
| FY2022 | 2022-10-28 | 2022-10-28 | -1.54% | -11.00% | -7.24% | -7.41% | +10.30% |
| FY2021 | 2021-10-29 | 2021-10-29 | -0.56% | +1.14% | +7.13% | +6.76% | +2.94% |
| FY2020 | 2020-10-30 | 2020-10-30 | -0.08% | +9.22% | +9.55% | +26.15% | +37.72% |
| FY2019 | 2019-10-31 | 2019-10-31 | +2.84% | +4.60% | +7.76% | +30.77% | +76.78% |
| FY2018 | 2018-11-05 | 2018-11-05 | +1.08% | -3.34% | -12.05% | -14.75% | +29.59% |
| FY2017 | 2017-11-03 | 2017-11-03 | +1.01% | +1.62% | -1.21% | -2.39% | +18.63% |
| FY2016 | 2016-10-26 | 2016-10-26 | -0.96% | -3.46% | -3.28% | +4.32% | +38.58% |
| FY2015 | 2015-10-28 | 2015-10-28 | +1.06% | +2.29% | -0.62% | -15.81% | -1.96% |
| FY2014 | 2014-10-27 | 2014-10-27 | +1.55% | +4.08% | +13.35% | +7.95% | +10.84% |
| FY2013 | 2013-10-30 | 2013-10-30 | -0.42% | -0.18% | +4.62% | -2.94% | +45.89% |
| FY2012 | 2012-10-31 | 2012-10-31 | +0.20% | -5.84% | -0.55% | -22.67% | -10.11% |
| FY2011 | 2011-10-26 | 2011-10-26 | +1.02% | -0.80% | -8.39% | +4.95% | +52.81% |
| FY2010 | 2010-10-27 | 2010-10-27 | -0.84% | +1.61% | +2.26% | +9.62% | +30.14% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.