← positive_eps_streak (all companies) · CIEN (all signals) · all methodology
positive_eps_streak on CIENA CORP (CIEN)
SIC 3661 — Telephone & Telegraph Apparatus · CIK 936395 · 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 CIEN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-12 | 2025-12-12 | -1.03% | +5.45% | +12.81% | +54.20% | — |
| FY2024 | 2024-12-20 | 2024-12-20 | +0.27% | -2.71% | +12.36% | -24.97% | +174.98% |
| FY2023 | 2023-12-15 | 2023-12-15 | -0.87% | +1.56% | +16.56% | +15.50% | +102.67% |
| FY2022 | 2022-12-16 | 2022-12-16 | +0.31% | +1.88% | +5.37% | +5.08% | -9.75% |
| FY2021 | 2021-12-17 | 2021-12-17 | +0.49% | +4.21% | -5.56% | -21.88% | -34.47% |
| FY2017 | 2017-12-22 | 2017-12-22 | +0.00% | -2.17% | -0.51% | +19.96% | +50.35% |
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.