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positive_eps_streak on COGNEX CORP (CGNX)

SIC 3823 — Industrial Instruments For Measurement, Display, and Control · CIK 851205 · 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 CGNX

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+0.20%-4.50%-18.10%
FY20242025-02-132025-02-13-2.12%-3.36%-6.88%-6.56%+69.82%
FY20232024-02-152024-02-15-0.99%+2.73%+5.94%+21.89%-12.00%
FY20222023-02-162023-02-16-12.96%-14.95%-11.91%-7.33%-28.24%
FY20212022-02-172022-02-17+6.60%+8.19%+16.33%-21.37%-23.03%
FY20202021-02-112021-02-11+4.62%-2.68%-9.62%-14.94%-27.35%
FY20192020-02-132020-02-13+0.56%-5.63%-16.42%+9.50%+81.24%
FY20182019-02-142019-02-14+3.81%+6.06%+11.32%-9.86%+10.47%
FY20172018-02-152018-02-15-5.15%-7.82%-5.87%-16.24%-12.09%
FY20162017-02-162017-02-16+8.50%+10.46%+14.73%+30.22%+58.86%
FY20152016-02-102016-02-10+5.84%+17.23%+28.92%+31.28%+128.25%
FY20142015-02-122015-02-12+2.32%+4.28%+18.91%+13.97%-17.74%
FY20132014-02-132014-02-13-8.24%-5.51%-9.70%-12.73%+4.79%
FY20122013-02-112013-02-11+2.50%+1.13%-1.06%+2.24%+87.72%

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/851205/financials