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positive_eps_streak on IPG PHOTONICS CORP (IPGP)
SIC 3674 — Semiconductors & Related Devices · CIK 1111928 · 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 IPGP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-21 | 2024-02-21 | +0.10% | -0.91% | +3.12% | +2.49% | -27.25% |
| FY2022 | 2023-02-27 | 2023-02-27 | -0.18% | -0.87% | -6.83% | -7.47% | -30.62% |
| FY2021 | 2022-02-22 | 2022-02-22 | -0.68% | -10.51% | -12.79% | -26.37% | -7.31% |
| FY2020 | 2021-02-22 | 2021-02-22 | -0.25% | -0.26% | -7.61% | -15.08% | -40.35% |
| FY2019 | 2020-02-24 | 2020-02-24 | -3.87% | -1.38% | -16.76% | +16.64% | +73.10% |
| FY2018 | 2019-02-27 | 2019-02-27 | -1.77% | -3.47% | -6.32% | -17.32% | -22.19% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.68% | -1.17% | -8.09% | +1.03% | -36.22% |
| FY2016 | 2017-02-27 | 2017-02-27 | -2.13% | -2.45% | -1.86% | +14.53% | +103.22% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.40% | +5.70% | +14.10% | -0.86% | +44.54% |
| FY2014 | 2015-03-02 | 2015-03-02 | +1.89% | +0.76% | -0.37% | +0.34% | -12.56% |
| FY2013 | 2014-02-28 | 2014-02-28 | +0.14% | +1.71% | -3.80% | -11.69% | +34.00% |
| FY2012 | 2013-02-28 | 2013-02-28 | +1.38% | +2.56% | +12.01% | -5.48% | +21.05% |
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.