← positive_eps_streak (all companies) · FTNT (all signals) · all methodology
positive_eps_streak on Fortinet, Inc. (FTNT)
SIC 3577 — Computer Peripheral Equipment, NEC · CIK 1262039 · 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 FTNT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +2.39% | +7.03% | +1.99% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -1.21% | -1.83% | -10.33% | -4.79% | -31.62% |
| FY2023 | 2024-02-26 | 2024-02-26 | +2.27% | +4.37% | -0.75% | -10.37% | +56.56% |
| FY2022 | 2023-02-24 | 2023-02-24 | +1.29% | +3.36% | +7.02% | +18.11% | +18.84% |
| FY2021 | 2022-02-25 | 2022-02-25 | +6.02% | +3.23% | +2.39% | -11.88% | -8.55% |
| FY2020 | 2021-02-19 | 2021-02-19 | -0.92% | -1.79% | +1.49% | +18.85% | +80.62% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.41% | +0.74% | -8.77% | +34.93% | +58.10% |
| FY2018 | 2019-02-27 | 2019-02-27 | -1.26% | -5.69% | -6.91% | -11.84% | +16.77% |
| FY2017 | 2018-02-26 | 2018-02-26 | -0.74% | +0.66% | +8.47% | +16.79% | +74.68% |
| FY2016 | 2017-03-01 | 2017-03-01 | -1.53% | -0.19% | +2.68% | +6.27% | +32.70% |
| FY2015 | 2016-02-26 | 2016-02-26 | +1.03% | +1.42% | +1.89% | +19.78% | +33.19% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.21% | -1.09% | +3.14% | +15.63% | -13.17% |
| FY2013 | 2014-03-03 | 2014-03-03 | +3.21% | +1.58% | -3.25% | -2.11% | +49.45% |
| FY2012 | 2013-02-27 | 2013-02-27 | -2.46% | -2.06% | -6.13% | -25.78% | -3.75% |
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.