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positive_eps_streak on Azenta, Inc. (AZTA)

SIC 3559 — Special Industry Machinery, NEC · CIK 933974 · 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 AZTA

FYFiling dateEvent date1d5d20d60d252d
FY20222022-11-252022-11-25-0.07%+7.41%+1.14%-23.93%-1.68%
FY20212021-11-242021-11-24-2.59%-5.31%-12.58%-27.19%-49.97%
FY20202020-11-182020-11-18+0.53%+3.12%+9.67%+25.88%+75.95%
FY20192019-12-172019-12-17-1.98%-2.30%+1.52%-42.99%+69.53%
FY20122012-11-212012-11-21+2.75%+4.96%+11.62%+40.71%+45.21%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/933974/financials