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positive_eps_streak on GARMIN LTD (GRMN)

SIC 3812 — Search, Detection, Navigation, Guidance, Aeronautical Sys · CIK 1121788 · 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 GRMN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18+0.99%+6.12%-2.09%
FY20242025-02-192025-02-19-5.34%-6.20%-13.40%-16.24%+4.55%
FY20232024-02-212024-02-21+0.27%+2.78%+10.35%+27.88%+69.70%
FY20222023-02-222023-02-22+3.17%-1.07%-1.81%+7.42%+42.38%
FY20212022-02-162022-02-16-5.24%-7.68%-1.98%-14.72%-16.45%
FY20202021-02-172021-02-17-1.47%-0.82%-1.91%+7.14%-5.72%
FY20192020-02-192020-02-19-3.72%-12.82%-30.28%-24.85%+26.30%
FY20182019-02-202019-02-20-0.77%+1.34%+2.04%-3.79%+23.33%
FY20172018-02-212018-02-21-2.39%-4.25%-3.01%-2.63%+38.74%
FY20162017-02-222017-02-22-3.40%-3.34%-4.50%-4.89%+15.84%
FY20152016-02-172016-02-17-0.71%-1.12%-2.92%-0.90%+29.60%
FY20142015-02-182015-02-18+0.02%-2.48%-2.98%-8.06%-15.58%
FY20132014-02-192014-02-19-0.23%+0.91%+6.26%+7.34%+1.55%
FY20122013-02-272013-02-27-0.92%+1.79%-3.72%+3.23%+61.62%
FY20112012-02-292012-02-29-0.08%-0.40%+1.13%-6.57%-21.76%
FY20102011-02-232011-02-23+0.31%+3.12%+4.36%+8.84%+56.38%

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/1121788/financials