← positive_eps_streak (all companies) · FN (all signals) · all methodology
positive_eps_streak on Fabrinet (FN)
SIC 3661 — Telephone & Telegraph Apparatus · CIK 1408710 · 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 FN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-19 | 2025-08-19 | -1.72% | +15.93% | +25.59% | +56.89% | — |
| FY2024 | 2024-08-20 | 2024-08-20 | +2.05% | -8.08% | -14.54% | -5.97% | +9.83% |
| FY2023 | 2023-08-22 | 2023-08-22 | +6.07% | +2.47% | +0.07% | +11.45% | +70.40% |
| FY2022 | 2022-08-16 | 2022-08-16 | -1.50% | -6.75% | -11.20% | +1.24% | +0.41% |
| FY2021 | 2021-08-17 | 2021-08-17 | +2.39% | +3.47% | +10.82% | +22.44% | +18.19% |
| FY2020 | 2020-08-18 | 2020-08-18 | +2.31% | -1.86% | -14.43% | -5.59% | +35.88% |
| FY2019 | 2019-08-20 | 2019-08-20 | +3.31% | +4.20% | +17.26% | +28.61% | +60.07% |
| FY2018 | 2018-08-22 | 2018-08-22 | +0.76% | +0.84% | -3.99% | +8.33% | -0.15% |
| FY2017 | 2017-08-23 | 2017-08-23 | +1.97% | +1.32% | -7.28% | -17.57% | +24.44% |
| FY2016 | 2016-08-17 | 2016-08-17 | +1.05% | -1.95% | +6.24% | -2.70% | +1.20% |
| FY2015 | 2015-08-19 | 2015-08-19 | -1.76% | -1.51% | -4.23% | +17.18% | +103.93% |
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.