← positive_eps_streak (all companies) · AVGO (all signals) · all methodology
positive_eps_streak on Broadcom Inc. (AVGO)
SIC 3674 — Semiconductors & Related Devices · CIK 1730168 · 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 AVGO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-18 | 2025-12-18 | +3.18% | +6.95% | +1.02% | -4.05% | — |
| FY2024 | 2024-12-20 | 2024-12-20 | +5.52% | +6.98% | +9.12% | -12.70% | +60.48% |
| FY2023 | 2023-12-14 | 2023-12-14 | +2.10% | +2.35% | +1.23% | +14.20% | +129.42% |
| FY2022 | 2022-12-16 | 2022-12-16 | -0.30% | +0.20% | +4.17% | +15.45% | +111.41% |
| FY2021 | 2021-12-17 | 2021-12-17 | +1.59% | +6.87% | -8.42% | -3.77% | -10.08% |
| FY2020 | 2020-12-18 | 2020-12-18 | -1.31% | -0.62% | +6.29% | +6.81% | +51.87% |
| FY2019 | 2019-12-20 | 2019-12-20 | +0.17% | -1.74% | -1.89% | -39.04% | +40.59% |
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.