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positive_eps_streak on InterDigital, Inc. (IDCC)

SIC 6794 — Patent Owners & Lessors · CIK 1405495 · 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 IDCC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-052026-02-05+7.54%+3.41%+3.48%
FY20242025-02-062025-02-06-3.49%+1.50%+1.65%+0.82%+79.62%
FY20232024-02-152024-02-15+0.90%-7.11%-11.67%-8.02%+89.51%
FY20222023-02-152023-02-15-0.23%-0.27%-0.13%+11.72%+59.97%
FY20212022-02-172022-02-17-1.95%-3.58%-1.83%-9.65%+9.72%
FY20202021-02-182021-02-18+0.22%+1.48%+1.31%+11.53%+9.68%
FY20192020-02-202020-02-20-0.17%-14.29%-40.68%-14.73%+3.74%
FY20182019-02-212019-02-21-1.87%-0.37%-5.14%-0.46%-7.41%
FY20172018-02-222018-02-22+7.68%+1.00%+4.98%+13.23%+0.53%
FY20162017-02-232017-02-23-1.99%-4.84%-2.96%-6.16%-12.36%
FY20152016-02-182016-02-18-0.08%+4.37%+11.71%+14.78%+111.97%
FY20142015-02-192015-02-19+2.66%+4.69%+6.36%+12.50%-3.50%
FY20132014-02-242014-02-24-0.23%-0.07%+6.61%+16.01%+80.32%
FY20122013-02-262013-02-26+1.29%+7.57%+5.45%-0.44%-30.67%
FY20112012-02-272012-02-27-1.64%-5.28%-8.40%-34.23%+17.31%

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/1405495/financials