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positive_eps_streak on ONTO INNOVATION INC. (ONTO)

SIC 3829 — Measuring & Controlling Devices, NEC · CIK 704532 · 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 ONTO

FYFiling dateEvent date1d5d20d60d252d
FY20242025-02-252025-02-25+2.20%-10.31%-8.09%-37.33%+44.32%
FY20232024-02-262024-02-26-0.27%+7.88%+2.16%+27.74%-19.36%
FY20222023-02-242023-02-24+2.32%+6.91%+6.85%+24.66%+124.46%
FY20212022-02-252022-02-25-1.87%-10.48%+0.50%-15.33%-6.12%
FY20202021-02-192021-02-19-2.94%-5.75%-9.13%-12.03%+34.28%
FY20192020-02-252020-02-25-0.30%-6.07%-16.00%+0.96%+97.38%
FY20182019-02-252019-10-28+0.00%-6.74%-4.64%+9.11%-8.69%
FY20172018-02-262019-10-28+0.00%-6.74%-4.64%+9.11%-8.69%
FY20122013-03-122019-10-28+0.00%-6.74%-4.64%+9.11%-8.69%

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/704532/financials