← positive_eps_streak (all companies) · COHR (all signals) · all methodology
positive_eps_streak on COHERENT CORP. (COHR)
SIC 3827 — Optical Instruments & Lenses · CIK 820318 · 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 COHR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2019-08-16 | 2019-08-16 | +2.56% | -4.55% | +6.90% | -8.10% | +20.78% |
| FY2018 | 2018-08-28 | 2018-08-28 | +0.20% | -3.31% | -7.11% | -29.78% | -25.05% |
| FY2017 | 2017-08-21 | 2017-08-21 | +2.90% | +1.74% | +15.36% | +36.81% | +35.65% |
| FY2016 | 2016-08-26 | 2016-08-26 | +0.05% | +2.15% | +9.03% | +42.72% | +64.25% |
| FY2015 | 2015-08-28 | 2015-08-28 | +0.00% | -2.19% | -7.05% | +10.36% | +26.58% |
| FY2014 | 2014-08-28 | 2014-08-28 | +1.01% | -1.74% | -13.75% | -2.53% | +22.21% |
| FY2013 | 2013-08-28 | 2013-08-28 | +0.52% | +2.94% | -3.15% | -16.68% | -28.65% |
| FY2012 | 2012-08-28 | 2012-08-28 | -0.21% | +1.07% | +0.54% | -12.61% | +3.43% |
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.