← positive_eps_streak (all companies) · AMD (all signals) · all methodology
positive_eps_streak on ADVANCED MICRO DEVICES INC (AMD)
SIC 3674 — Semiconductors & Related Devices · CIK 2488 · 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 AMD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-04 | 2026-02-04 | -3.84% | +6.69% | -0.37% | — | — |
| FY2024 | 2025-02-05 | 2025-02-05 | -1.65% | -0.26% | -11.75% | -11.79% | +86.09% |
| FY2023 | 2024-01-31 | 2024-01-31 | +1.66% | +1.94% | +14.81% | -6.14% | -31.86% |
| FY2022 | 2023-02-27 | 2023-02-27 | -0.24% | +3.03% | +22.65% | +37.26% | +124.12% |
| FY2021 | 2022-02-03 | 2022-02-03 | +2.93% | +4.74% | -9.72% | -25.18% | -30.31% |
| FY2020 | 2021-01-29 | 2021-01-29 | +2.36% | +2.64% | +0.88% | -0.50% | +22.89% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.13% | +0.00% | +8.45% | -15.55% | -66.09% |
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.