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positive_eps_streak on APPLIED MATERIALS INC /DE (AMAT)
SIC 3674 — Semiconductors & Related Devices · CIK 6951 · 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 AMAT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-12 | 2025-12-12 | +0.79% | -1.08% | +17.62% | +30.28% | — |
| FY2024 | 2024-12-13 | 2024-12-13 | +0.04% | -3.40% | +5.33% | -7.87% | +48.07% |
| FY2023 | 2023-12-15 | 2023-12-15 | -0.98% | +0.06% | -5.30% | +24.17% | +6.00% |
| FY2022 | 2022-12-16 | 2022-12-16 | -0.71% | -7.17% | +4.75% | +17.56% | +56.44% |
| FY2021 | 2021-12-17 | 2021-12-17 | -0.78% | +11.34% | +4.25% | -10.56% | -28.19% |
| FY2020 | 2020-12-11 | 2020-12-11 | +0.23% | -2.50% | +13.26% | +32.97% | +67.78% |
| FY2019 | 2019-12-13 | 2019-12-13 | +0.15% | +3.24% | +4.14% | -24.42% | +49.81% |
| FY2018 | 2018-12-13 | 2018-12-13 | -3.14% | -8.34% | +0.44% | +15.09% | +80.86% |
| FY2017 | 2017-12-15 | 2017-12-15 | +1.64% | -0.91% | +9.14% | +14.94% | -35.64% |
| FY2016 | 2016-12-15 | 2016-12-15 | -1.66% | -0.15% | +0.73% | +18.06% | +60.38% |
| FY2015 | 2015-12-09 | 2015-12-09 | -1.47% | -2.79% | -11.77% | -0.78% | +74.73% |
| FY2014 | 2014-12-17 | 2014-12-17 | +2.25% | +3.23% | -4.05% | -0.61% | -24.62% |
| FY2013 | 2013-12-04 | 2013-12-04 | -0.66% | +1.32% | +5.42% | +14.03% | +49.76% |
| FY2012 | 2012-12-05 | 2012-12-05 | +0.83% | +2.69% | +9.35% | +28.05% | +56.74% |
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.