← positive_eps_streak (all companies) · KLIC (all signals) · all methodology

positive_eps_streak on KULICKE & SOFFA INDUSTRIES INC (KLIC)

SIC 3674 — Semiconductors & Related Devices · CIK 56978 · 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 KLIC

FYFiling dateEvent date1d5d20d60d252d
FY20232023-11-162023-11-16+3.41%+2.59%+11.88%+1.39%-3.81%
FY20222023-08-082023-08-08-1.38%-8.85%-8.43%-24.30%-24.75%
FY20212021-11-182021-11-18-4.80%-3.85%-6.52%-9.74%-18.21%
FY20202020-11-202020-11-20+2.03%+1.33%+7.65%+63.99%+101.09%
FY20192019-11-152019-11-15-5.76%-1.04%+8.74%+9.76%+20.74%
FY20182018-11-202018-11-20-4.57%-0.05%-11.30%+11.81%+10.61%
FY20172018-05-312018-05-31-1.45%-1.66%-1.63%+6.92%-16.25%
FY20162016-11-172016-11-17-3.46%+2.22%+5.02%+33.20%+74.82%
FY20152015-11-182015-11-18+5.77%+5.31%+1.65%+3.75%+40.38%
FY20142014-11-122014-11-12-1.29%-1.79%-0.29%+17.14%-21.43%
FY20132013-11-142013-11-14+0.24%+0.88%-0.80%-8.07%+11.50%
FY20122012-11-192012-11-19+1.07%+6.63%+13.45%+11.89%+20.27%

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/56978/financials