← positive_eps_streak (all companies) · INTC (all signals) · all methodology
positive_eps_streak on INTEL CORP (INTC)
SIC 3674 — Semiconductors & Related Devices · CIK 50863 · 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 INTC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-01-26 | 2024-01-26 | +0.44% | -2.41% | -1.22% | -21.24% | -54.15% |
| FY2022 | 2023-01-27 | 2023-01-27 | -0.75% | +7.67% | -10.50% | +3.81% | +55.97% |
| FY2021 | 2022-01-27 | 2022-01-27 | -0.67% | +0.48% | +0.05% | -1.31% | -39.52% |
| FY2020 | 2021-01-22 | 2021-01-22 | -2.15% | -2.03% | +7.80% | +11.33% | -5.77% |
| FY2019 | 2020-01-24 | 2020-01-24 | -4.06% | -6.63% | -9.36% | -17.28% | -17.02% |
| FY2018 | 2019-02-01 | 2019-02-01 | +1.01% | +0.86% | +11.39% | +5.40% | +35.50% |
| FY2017 | 2018-02-16 | 2018-02-16 | +1.67% | +7.79% | +11.57% | +19.03% | +15.58% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.11% | +0.08% | -2.88% | -1.08% | +30.52% |
| FY2015 | 2016-02-12 | 2016-02-12 | +0.49% | +2.48% | +9.74% | +6.15% | +28.91% |
| FY2014 | 2015-02-13 | 2015-02-13 | +1.11% | -1.75% | -10.27% | -5.46% | -13.58% |
| FY2013 | 2014-02-14 | 2014-02-14 | +0.00% | -0.53% | -0.24% | +7.74% | +44.42% |
| FY2012 | 2013-02-19 | 2013-02-19 | -1.71% | -2.42% | +0.24% | +15.83% | +20.66% |
| FY2011 | 2012-02-23 | 2012-02-23 | +0.15% | +0.75% | +4.65% | -1.50% | -19.91% |
| FY2010 | 2011-02-18 | 2011-02-18 | -1.49% | -3.03% | -8.81% | +7.20% | +26.96% |
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.