← positive_eps_streak (all companies) · ALGN (all signals) · all methodology
positive_eps_streak on ALIGN TECHNOLOGY INC (ALGN)
SIC 3842 — Orthopedic, Prosthetic & Surgical Appliances & Supplies · CIK 1097149 · 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 ALGN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | -0.57% | -8.47% | -12.48% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -6.38% | -7.10% | -14.87% | -4.53% | -2.35% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.01% | +0.46% | +8.44% | -16.53% | -42.10% |
| FY2022 | 2023-02-27 | 2023-02-27 | +1.60% | +10.23% | +0.43% | -7.25% | -0.74% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.21% | -9.38% | -16.02% | -45.62% | -39.62% |
| FY2020 | 2021-02-26 | 2021-02-26 | -0.35% | -5.40% | -6.84% | +6.58% | -9.62% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.44% | +3.12% | -18.92% | +13.53% | +158.81% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.69% | -10.90% | +5.77% | +20.27% | -15.69% |
| FY2017 | 2018-02-28 | 2018-02-28 | -6.46% | +0.14% | -6.89% | +20.77% | +0.32% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.04% | +0.38% | +10.84% | +34.93% | +155.47% |
| FY2015 | 2016-02-25 | 2016-02-25 | +1.46% | +7.73% | +8.95% | +20.12% | +59.62% |
| FY2014 | 2015-02-26 | 2015-02-26 | +1.63% | +2.59% | -3.28% | +5.07% | +15.90% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.06% | +5.64% | -3.06% | +2.60% | +10.38% |
| FY2012 | 2013-03-01 | 2013-03-01 | -0.45% | +6.94% | +4.21% | +17.09% | +68.01% |
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.