← positive_eps_streak (all companies) · AEIS (all signals) · all methodology
positive_eps_streak on ADVANCED ENERGY INDUSTRIES INC (AEIS)
SIC 3679 — Electronic Components, NEC · CIK 927003 · 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 AEIS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | -0.05% | +4.80% | -1.87% | — | — |
| FY2024 | 2025-02-18 | 2025-02-18 | +3.80% | -4.05% | -16.66% | -6.09% | +153.72% |
| FY2023 | 2024-02-20 | 2024-02-20 | -0.69% | -0.77% | -4.85% | +7.90% | +27.39% |
| FY2022 | 2023-02-17 | 2023-02-17 | -4.51% | -4.12% | -1.41% | -9.71% | +2.23% |
| FY2021 | 2022-03-16 | 2022-03-16 | +4.99% | +0.77% | -11.95% | -10.00% | +9.61% |
| FY2020 | 2021-02-24 | 2021-02-24 | -6.89% | -3.25% | -6.41% | -9.60% | -23.54% |
| FY2019 | 2020-03-02 | 2020-03-02 | -0.53% | -9.06% | -16.32% | +10.28% | +78.58% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.62% | -2.42% | -1.74% | +0.54% | +29.33% |
| FY2014 | 2015-02-26 | 2015-02-26 | +0.80% | -0.04% | -3.41% | +8.44% | +13.10% |
| FY2013 | 2014-03-03 | 2014-03-03 | +2.94% | -4.23% | -9.96% | -27.78% | -1.84% |
| FY2012 | 2013-03-06 | 2013-03-06 | +2.91% | +1.61% | -6.85% | -4.62% | +42.26% |
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.