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positive_eps_streak on CISCO SYSTEMS, INC. (CSCO)

SIC 3576 — Computer Communications Equipment · CIK 858877 · 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 CSCO

FYFiling dateEvent date1d5d20d60d252d
FY20252025-09-032025-09-03+0.47%+0.68%+1.60%+13.09%
FY20242024-09-052024-09-05-1.28%+0.98%+7.53%+21.44%+40.82%
FY20232023-09-072023-09-07-0.21%-0.74%-5.88%-14.03%-11.49%
FY20222022-09-082022-09-08+0.88%-4.58%-7.64%+10.56%+29.39%
FY20212021-09-092021-09-09-1.21%-2.17%-5.47%-3.40%-19.64%
FY20202020-09-032020-09-03-0.32%-2.61%-5.68%+6.02%+49.72%
FY20192019-09-052019-09-05+0.87%+3.12%-2.07%-5.71%-12.66%
FY20182018-09-062018-09-06-0.49%-0.08%+3.02%+1.93%+5.57%
FY20172017-09-072017-09-07-0.88%+1.35%+6.68%+19.41%+52.93%
FY20162016-09-082016-09-08-1.97%-0.51%+0.86%-6.29%+3.57%
FY20152015-09-082015-09-08-1.37%-1.22%+4.37%+5.18%+25.05%
FY20142014-09-092014-09-09+0.28%+1.45%-0.13%+13.29%+7.49%
FY20132013-09-102013-09-10+0.91%+0.87%-5.61%-11.40%+6.44%
FY20122012-09-122012-09-12+1.47%+0.21%-3.32%+5.26%+31.64%
FY20112011-09-142011-09-14+2.08%-3.00%+6.05%+14.17%+20.43%

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)

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/858877/financials