← positive_eps_streak (all companies) · CRUS (all signals) · all methodology
positive_eps_streak on CIRRUS LOGIC, INC. (CRUS)
SIC 3674 — Semiconductors & Related Devices · CIK 772406 · 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 CRUS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-23 | 2025-05-23 | +2.30% | -2.15% | +6.84% | +12.94% | — |
| FY2023 | 2024-05-24 | 2024-05-24 | +1.95% | +0.13% | +10.61% | +24.69% | -12.80% |
| FY2022 | 2023-05-19 | 2023-05-19 | -1.37% | +0.70% | -1.23% | +0.08% | +45.59% |
| FY2021 | 2022-05-20 | 2022-05-20 | -0.74% | +2.42% | -9.59% | +9.99% | -4.67% |
| FY2020 | 2021-05-21 | 2021-05-21 | +1.79% | +4.00% | +4.65% | +4.90% | +5.85% |
| FY2019 | 2020-05-20 | 2020-05-20 | -1.24% | -3.40% | -12.69% | -18.61% | +1.82% |
| FY2018 | 2019-05-24 | 2019-05-24 | -3.43% | -3.58% | +5.63% | +38.86% | +87.06% |
| FY2017 | 2018-05-30 | 2018-05-30 | -1.83% | -0.08% | +1.26% | +14.46% | -2.12% |
| FY2016 | 2017-05-24 | 2017-05-24 | +0.69% | +3.96% | -0.70% | -16.46% | -41.43% |
| FY2015 | 2016-05-25 | 2016-05-25 | +1.44% | +0.44% | +13.86% | +44.90% | +82.94% |
| FY2014 | 2015-05-27 | 2015-05-27 | -0.13% | -1.64% | -6.66% | -26.02% | -4.91% |
| FY2013 | 2014-05-28 | 2014-05-28 | +0.04% | +4.40% | +5.88% | +8.17% | +69.66% |
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.