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positive_eps_streak on NetApp, Inc. (NTAP)

SIC 3572 — Computer Storage Devices · CIK 1002047 · 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 NTAP

FYFiling dateEvent date1d5d20d60d252d
FY20252025-06-092025-06-09-0.53%+1.11%+4.01%+15.86%
FY20242024-06-102024-06-10+2.08%+2.55%+9.97%-4.57%-14.63%
FY20232023-06-142023-06-14+0.63%+0.10%+6.94%+7.84%+76.27%
FY20222022-06-162022-06-16+0.74%+5.56%+4.43%+13.17%+18.75%
FY20212021-06-212021-06-21+1.66%+3.81%-0.90%+18.18%-16.88%
FY20202020-06-152020-06-15+3.04%-1.72%+2.68%+9.40%+101.12%
FY20192019-06-182019-06-18+0.44%-0.80%-2.71%-7.57%-27.10%
FY20182018-06-192018-06-19+0.35%+0.05%+6.12%+10.34%-17.75%
FY20172017-06-202017-06-20+0.91%+3.58%+16.01%+6.79%+107.65%
FY20162016-06-222016-06-22+3.29%-2.86%+3.95%+39.23%+58.86%
FY20152015-06-122015-06-12+0.21%+1.34%-7.15%-5.40%-25.37%
FY20142014-06-172014-06-17+2.13%+1.06%+3.74%+19.46%-3.75%
FY20132013-06-172013-06-17+2.02%-3.16%+4.19%+12.92%-6.07%
FY20122012-06-192012-06-19+0.23%-4.01%-2.07%+14.17%+22.88%

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/1002047/financials