← positive_eps_streak (all companies) · GEN (all signals) · all methodology
positive_eps_streak on Gen Digital Inc. (GEN)
SIC 7372 — Services-Prepackaged Software · CIK 849399 · 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 GEN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-15 | 2025-05-15 | -0.55% | -3.76% | +3.24% | +10.42% | — |
| FY2023 | 2024-05-16 | 2024-05-16 | -1.01% | -2.43% | -3.54% | -1.60% | +14.40% |
| FY2022 | 2023-05-25 | 2023-05-25 | +1.60% | +6.83% | +7.24% | +22.67% | +50.78% |
| FY2021 | 2022-05-20 | 2022-05-20 | +1.40% | +3.17% | -8.71% | -1.60% | -28.14% |
| FY2020 | 2021-05-21 | 2021-05-21 | +2.92% | +3.52% | +2.88% | -2.42% | -7.30% |
| FY2016 | 2017-05-19 | 2017-05-19 | +1.93% | +2.03% | -0.23% | -1.86% | -24.81% |
| FY2015 | 2016-05-20 | 2016-05-20 | +0.00% | +1.36% | +21.51% | +36.41% | +77.18% |
| FY2014 | 2015-05-22 | 2015-05-22 | -2.13% | -0.68% | -3.62% | -12.40% | -13.05% |
| FY2013 | 2014-05-16 | 2014-05-16 | -0.18% | -0.76% | -3.20% | +8.24% | +15.11% |
| FY2012 | 2013-05-17 | 2013-05-17 | -0.62% | -5.97% | -7.49% | +11.70% | -5.36% |
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.