← positive_eps_streak (all companies) · ICHR (all signals) · all methodology
positive_eps_streak on ICHOR HOLDINGS, LTD. (ICHR)
SIC 3674 — Semiconductors & Related Devices · CIK 1652535 · 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 ICHR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-24 | 2023-02-24 | +0.59% | +1.02% | -6.66% | -4.35% | +33.71% |
| FY2021 | 2022-02-28 | 2022-02-28 | -5.48% | -9.45% | +1.65% | -24.44% | -6.70% |
| FY2020 | 2021-03-05 | 2021-03-05 | -8.88% | +5.15% | +44.98% | +32.64% | -24.99% |
| FY2019 | 2020-03-06 | 2020-03-06 | -8.61% | -21.37% | -45.66% | -20.67% | +36.21% |
| FY2018 | 2019-03-08 | 2019-03-08 | +7.24% | +14.01% | +26.98% | +14.84% | +36.56% |
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.