← positive_eps_streak (all companies) · ILMN (all signals) · all methodology
positive_eps_streak on ILLUMINA, INC. (ILMN)
SIC 3826 — Laboratory Analytical Instruments · CIK 1110803 · 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 ILMN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-18 | 2022-02-18 | +2.53% | +4.69% | +11.23% | -22.04% | -35.34% |
| FY2020 | 2021-02-17 | 2021-02-17 | -1.71% | -6.72% | -15.00% | -24.44% | -30.78% |
| FY2019 | 2020-02-11 | 2020-02-11 | -0.92% | +2.43% | -16.89% | +5.86% | +52.03% |
| FY2018 | 2019-02-12 | 2019-02-12 | +0.45% | +3.44% | +5.50% | +8.61% | +0.37% |
| FY2017 | 2018-02-13 | 2018-02-13 | +1.21% | +3.39% | +14.22% | +20.21% | +32.68% |
| FY2016 | 2017-02-14 | 2017-02-14 | -0.71% | -1.31% | +0.91% | +10.51% | +35.66% |
| FY2015 | 2016-03-02 | 2016-03-02 | +0.16% | -2.67% | +3.12% | -8.96% | +6.69% |
| FY2014 | 2015-02-18 | 2015-02-18 | +1.87% | -1.21% | -1.78% | +0.15% | -24.40% |
| FY2013 | 2014-02-18 | 2014-02-18 | -0.14% | +5.36% | -4.95% | -15.06% | +16.56% |
| FY2012 | 2013-02-15 | 2013-02-15 | +0.60% | +0.06% | +7.08% | +45.17% | +249.68% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.35% | +0.25% | -1.48% | -14.39% | -4.30% |
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.