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positive_eps_streak on MICRON TECHNOLOGY INC (MU)
SIC 3674 — Semiconductors & Related Devices · CIK 723125 · 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 MU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-10-07 | 2022-10-07 | -2.89% | -0.36% | +6.14% | +2.67% | +31.57% |
| FY2021 | 2021-10-08 | 2021-10-08 | -1.28% | -3.48% | +3.99% | +37.54% | -26.25% |
| FY2020 | 2020-10-19 | 2020-10-19 | +1.71% | -0.93% | +17.54% | +54.47% | +28.57% |
| FY2019 | 2019-10-17 | 2019-10-17 | -4.46% | +3.52% | +2.86% | +26.42% | +13.43% |
| FY2015 | 2015-10-27 | 2015-10-27 | +1.44% | +6.95% | -6.29% | -37.17% | +5.76% |
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.