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positive_eps_streak on DIGI INTERNATIONAL INC (DGII)

SIC 3576 — Computer Communications Equipment · CIK 854775 · 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 DGII

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-212025-11-21+2.20%+3.92%+11.74%+25.44%
FY20242024-11-222024-11-22+2.09%+1.61%-7.77%+0.30%+28.56%
FY20232023-11-222023-11-22-0.37%-4.27%+4.60%+22.00%+34.00%
FY20222022-11-232022-11-23+0.55%-2.44%-11.98%-21.20%-41.46%
FY20212021-11-242021-11-24-4.20%-5.17%+5.30%-17.05%+79.77%
FY20202020-11-252020-11-25+4.64%+0.53%+15.81%+39.62%+32.80%
FY20192019-11-272019-11-27-0.56%-2.29%-3.23%-21.40%-0.78%
FY20182018-11-212018-11-21-0.94%-0.26%-17.05%+15.60%+57.12%
FY20172017-11-222017-11-22+0.48%-0.97%-4.83%+0.00%+12.27%
FY20162016-12-132016-12-13+0.00%+2.57%+0.00%-5.51%-26.84%
FY20152015-11-302015-11-30+1.04%+1.04%-6.71%-31.41%+10.31%
FY20142014-12-112014-12-11-0.13%+7.59%+9.10%+27.56%+51.96%
FY20132013-11-222013-11-22+1.27%+4.72%+11.90%-10.72%-31.88%
FY20122012-11-212012-11-21+1.41%+5.75%+3.15%+7.81%+20.72%

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/854775/financials