← positive_eps_streak (all companies) · NTGR (all signals) · all methodology
positive_eps_streak on NETGEAR, INC. (NTGR)
SIC 3661 — Telephone & Telegraph Apparatus · CIK 1122904 · 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 NTGR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-18 | 2022-02-18 | -2.68% | -0.82% | -8.87% | -24.75% | -30.38% |
| FY2017 | 2018-02-16 | 2018-02-16 | -1.79% | -2.45% | -5.63% | -6.28% | -7.20% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.27% | -2.42% | -7.96% | -22.90% | +6.98% |
| FY2015 | 2016-02-19 | 2016-02-19 | +0.73% | -1.71% | +0.28% | +7.50% | +40.92% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.16% | +0.06% | +2.45% | -2.76% | +24.67% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.47% | +5.20% | +2.18% | -3.62% | -5.70% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.41% | +1.38% | -1.41% | -2.10% | +3.45% |
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.