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positive_eps_streak on DIODES INC /DEL/ (DIOD)

SIC 3674 — Semiconductors & Related Devices · CIK 29002 · 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 DIOD

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-102026-02-10+26.42%+9.95%+3.29%
FY20242025-02-142025-02-14+3.14%+1.48%-12.21%-9.20%+26.87%
FY20232024-02-092024-02-09+0.11%-2.80%+2.64%+9.32%-24.90%
FY20222023-02-102023-02-10+1.86%+0.09%-5.83%-12.05%-29.66%
FY20212022-02-182022-02-18-2.62%+0.13%+1.25%-13.37%+0.13%
FY20202021-02-222021-02-22-3.66%-1.07%+9.69%-15.48%+8.02%
FY20162017-02-272017-02-27-4.18%-2.29%-4.34%+2.69%+22.04%
FY20152016-03-112016-03-11-2.38%+3.46%-1.40%+3.62%+27.34%
FY20142015-03-022015-03-02-2.53%+0.97%+1.32%-8.66%-33.67%
FY20132014-02-272014-02-27+1.19%+5.57%+6.59%+15.85%+21.08%
FY20122013-02-272013-02-27-0.05%+0.30%+4.46%+16.10%+18.00%
FY20112012-02-282012-02-28-1.51%-11.70%-4.04%-22.80%-22.68%

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/29002/financials