← positive_eps_streak (all companies) · KLAC (all signals) · all methodology
positive_eps_streak on KLA CORP (KLAC)
SIC 3827 — Optical Instruments & Lenses · CIK 319201 · 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 KLAC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-08 | 2025-08-08 | -0.51% | -4.36% | -0.42% | +33.56% | — |
| FY2024 | 2024-08-05 | 2024-08-05 | +1.81% | +7.68% | +5.59% | -0.85% | +30.86% |
| FY2023 | 2023-08-04 | 2023-08-04 | +2.01% | -3.52% | +2.40% | -7.19% | +45.67% |
| FY2022 | 2022-08-05 | 2022-08-05 | -2.04% | -3.34% | -14.99% | -19.76% | +27.72% |
| FY2021 | 2021-08-06 | 2021-08-06 | -0.52% | -6.91% | -2.97% | +7.96% | +11.02% |
| FY2020 | 2020-08-10 | 2020-08-10 | -1.26% | +7.13% | -13.72% | +4.28% | +70.76% |
| FY2019 | 2019-08-16 | 2019-08-16 | +3.11% | +2.23% | +11.07% | +28.14% | +62.18% |
| FY2018 | 2018-08-06 | 2018-08-06 | -0.09% | -1.79% | +0.58% | -22.05% | +16.70% |
| FY2017 | 2017-08-04 | 2017-08-04 | +3.58% | +2.39% | +6.62% | +21.66% | +36.51% |
| FY2016 | 2016-08-05 | 2016-08-05 | -0.79% | -11.38% | -8.89% | -2.52% | +21.68% |
| FY2015 | 2015-08-07 | 2015-08-07 | +3.44% | -1.23% | -8.29% | +28.38% | +52.10% |
| FY2014 | 2014-08-08 | 2014-08-08 | +0.36% | +3.10% | +9.47% | +11.28% | -4.10% |
| FY2013 | 2013-08-08 | 2013-08-08 | -1.23% | -1.58% | +1.33% | +11.90% | +27.44% |
| FY2012 | 2012-08-06 | 2012-08-06 | +1.44% | +2.54% | +0.94% | -5.65% | +15.83% |
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.