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positive_eps_streak on ANALOG DEVICES INC (ADI)
SIC 3674 — Semiconductors & Related Devices · CIK 6281 · 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 ADI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-25 | 2025-11-25 | +2.34% | +10.40% | +10.52% | +41.79% | — |
| FY2024 | 2024-11-26 | 2024-11-26 | -0.86% | -0.34% | -0.03% | +7.15% | +23.76% |
| FY2023 | 2023-11-21 | 2023-11-21 | +0.78% | +0.81% | +6.54% | +4.99% | +20.11% |
| FY2022 | 2022-11-22 | 2022-11-22 | +0.46% | +2.07% | -0.16% | +10.91% | +10.72% |
| FY2021 | 2021-12-03 | 2021-12-03 | +0.15% | +1.46% | -2.01% | -11.17% | -5.41% |
| FY2020 | 2020-11-24 | 2020-11-24 | -0.69% | +2.75% | +5.09% | +15.71% | +35.60% |
| FY2019 | 2019-11-26 | 2019-11-26 | -1.04% | -0.44% | +4.71% | +0.27% | +20.81% |
| FY2018 | 2018-11-27 | 2018-11-27 | +1.82% | +1.50% | -4.20% | +20.29% | +29.62% |
| FY2017 | 2017-11-22 | 2017-11-22 | +0.56% | -2.35% | +0.53% | +0.26% | +2.01% |
| FY2016 | 2016-11-22 | 2016-11-22 | +0.96% | +2.43% | +1.55% | +14.27% | +24.35% |
| FY2015 | 2015-11-24 | 2015-11-24 | -0.28% | +1.19% | -5.91% | -14.27% | +25.33% |
| FY2014 | 2014-12-10 | 2014-12-10 | +1.10% | +0.63% | -1.65% | +3.50% | +5.54% |
| FY2013 | 2013-11-26 | 2013-11-26 | -2.76% | -1.63% | +2.34% | +2.47% | +12.46% |
| FY2012 | 2012-11-27 | 2012-11-27 | +0.72% | +1.35% | +4.96% | +12.45% | +28.23% |
| FY2011 | 2011-11-22 | 2011-11-22 | -2.43% | +5.41% | +6.20% | +21.53% | +25.03% |
| FY2010 | 2010-11-22 | 2010-11-22 | -0.70% | -1.11% | +6.27% | +15.26% | -2.02% |
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.