← positive_eps_streak (all companies) · NOVT (all signals) · all methodology
positive_eps_streak on NOVANTA INC (NOVT)
SIC 3690 — Miscellaneous Electrical Machinery, Equipment & Supplies · CIK 1076930 · 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 NOVT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-23 | 2026-02-23 | -3.47% | -1.16% | -17.58% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.71% | -5.68% | -7.71% | -17.05% | -7.83% |
| FY2023 | 2024-02-28 | 2024-02-28 | +3.28% | +3.87% | +3.79% | -3.04% | -14.38% |
| FY2022 | 2023-03-01 | 2023-03-01 | +2.68% | +4.37% | +6.28% | +12.84% | +22.11% |
| FY2021 | 2022-03-01 | 2022-03-01 | +3.85% | -0.10% | +10.62% | -5.11% | +13.13% |
| FY2020 | 2021-03-01 | 2021-03-01 | -4.11% | -9.29% | -5.04% | -0.10% | +0.32% |
| FY2019 | 2020-02-26 | 2020-02-26 | -2.05% | +2.18% | -21.54% | +6.76% | +45.40% |
| FY2018 | 2019-02-27 | 2019-02-27 | -3.17% | -3.60% | -0.66% | -6.40% | +6.80% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.18% | -0.45% | -9.04% | +10.74% | +46.79% |
| FY2013 | 2014-03-13 | 2014-03-13 | +2.52% | +5.52% | +3.01% | +4.47% | +6.90% |
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.