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positive_eps_streak on CADENCE DESIGN SYSTEMS INC (CDNS)

SIC 7372 — Services-Prepackaged Software · CIK 813672 · 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 CDNS

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19-0.10%+0.34%-3.10%
FY20242025-02-212025-02-21-2.09%-3.03%+1.58%+23.98%+12.50%
FY20232024-02-142024-02-14-1.69%+1.61%+1.83%-4.41%-0.10%
FY20222023-02-132023-02-13+7.21%+3.74%+9.60%+9.96%+61.95%
FY20212022-02-222022-02-22+4.19%+11.33%+18.48%+0.81%+45.42%
FY20202021-05-142021-05-14-1.96%-0.66%+5.37%+19.93%+14.61%
FY20192020-02-242020-02-24-4.12%-4.24%-21.75%+19.68%+85.74%
FY20182019-02-272019-02-27-0.35%+1.85%+7.62%+10.91%+14.60%
FY20172018-02-202018-02-20-2.27%-1.94%-5.50%+2.14%+37.91%
FY20162017-02-102017-02-10+0.98%+2.27%+7.25%+11.75%+30.71%
FY20152016-02-182016-02-18+0.82%+3.99%+11.50%+13.96%+45.52%
FY20142015-02-202015-02-20-0.16%-0.76%+0.86%+5.30%+14.86%
FY20132014-02-202014-02-20+1.34%+2.74%+5.35%+5.09%+23.83%
FY20122013-02-212013-02-21+0.91%-0.49%-6.11%+2.18%+6.39%

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/813672/financials