← positive_eps_streak (all companies) · FFIV (all signals) · all methodology
positive_eps_streak on F5, INC. (FFIV)
SIC 3576 — Computer Communications Equipment · CIK 1048695 · 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 FFIV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-25 | 2025-11-25 | -0.75% | +0.26% | +9.30% | +13.34% | — |
| FY2024 | 2024-11-18 | 2024-11-18 | -0.13% | +3.65% | +8.25% | +28.17% | -5.90% |
| FY2023 | 2023-11-14 | 2023-11-14 | +0.19% | +0.91% | +5.80% | +13.21% | +47.20% |
| FY2022 | 2022-11-15 | 2022-11-15 | -2.27% | +3.55% | +0.22% | -3.14% | +6.14% |
| FY2021 | 2021-11-16 | 2021-11-16 | +0.76% | -1.71% | +0.40% | -16.66% | -36.89% |
| FY2020 | 2020-11-19 | 2020-11-19 | +0.57% | +2.72% | +9.38% | +24.24% | +44.78% |
| FY2019 | 2019-11-15 | 2019-11-15 | -1.16% | -1.80% | -4.65% | -11.85% | +12.05% |
| FY2018 | 2018-11-21 | 2018-11-21 | -0.30% | +2.91% | -8.30% | +0.71% | -15.29% |
| FY2017 | 2017-11-03 | 2017-11-03 | +0.46% | +0.05% | +10.76% | +21.21% | +51.12% |
| FY2016 | 2016-11-04 | 2016-11-04 | +0.53% | +3.99% | +3.39% | -0.94% | -11.44% |
| FY2015 | 2015-11-06 | 2015-11-06 | -0.16% | -7.02% | -5.16% | -16.07% | +24.42% |
| FY2014 | 2014-11-26 | 2014-11-26 | +0.08% | +2.49% | +3.54% | -7.95% | -20.21% |
| FY2013 | 2013-11-22 | 2013-11-22 | -2.46% | -1.07% | +7.92% | +32.96% | +56.99% |
| FY2012 | 2012-11-21 | 2012-11-21 | +2.34% | +4.35% | +8.08% | +13.49% | -7.93% |
| FY2011 | 2011-11-22 | 2011-11-22 | -3.50% | +9.59% | -0.98% | +21.60% | -10.21% |
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.