← positive_eps_streak (all companies) · ON (all signals) · all methodology
positive_eps_streak on ON SEMICONDUCTOR CORP (ON)
SIC 3674 — Semiconductors & Related Devices · CIK 1097864 · 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 ON
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-09 | 2026-02-09 | +3.50% | +10.54% | -8.46% | — | — |
| FY2024 | 2025-02-10 | 2025-02-10 | +1.89% | +10.44% | -8.89% | -17.52% | +51.32% |
| FY2023 | 2024-02-05 | 2024-02-05 | -1.64% | +4.29% | -0.77% | -11.06% | -32.41% |
| FY2022 | 2023-02-06 | 2023-02-06 | +6.38% | +4.95% | -2.11% | -2.26% | -4.28% |
| FY2021 | 2022-02-14 | 2022-02-14 | +6.10% | -0.38% | -3.41% | -11.75% | +47.82% |
| FY2020 | 2021-02-16 | 2021-02-16 | -1.84% | -3.75% | -2.84% | -14.77% | +40.17% |
| FY2019 | 2020-02-19 | 2020-02-19 | -1.44% | -12.15% | -59.57% | -29.57% | +90.77% |
| FY2018 | 2019-02-20 | 2019-02-20 | -0.58% | -4.52% | -5.44% | -12.57% | -8.81% |
| FY2017 | 2018-02-21 | 2018-02-21 | -0.39% | +2.97% | +14.08% | +2.02% | -1.68% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.32% | +1.06% | +1.06% | +2.45% | +58.10% |
| FY2015 | 2016-02-24 | 2016-02-24 | -0.12% | +6.27% | +13.01% | +8.80% | +88.19% |
| FY2011 | 2012-02-22 | 2012-02-22 | +0.88% | +0.33% | +0.77% | -23.12% | -12.28% |
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.