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positive_eps_streak on QUALCOMM INC/DE (QCOM)

SIC 3663 — Radio & Tv Broadcasting & Communications Equipment · CIK 804328 · 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 QCOM

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-052025-11-05-3.63%-1.70%-2.49%-17.69%
FY20242024-11-062024-11-06-0.05%-7.27%-6.80%+2.19%+1.41%
FY20232023-11-012023-11-01+5.83%+8.27%+17.12%+32.48%+52.15%
FY20222022-11-022022-11-02-7.66%-1.84%+13.44%+19.16%+9.08%
FY20212021-11-032021-11-03+12.73%+15.40%+28.32%+27.40%-23.56%
FY20172017-11-012017-11-01+2.58%+22.50%+25.14%+26.37%+23.59%
FY20162016-11-022016-11-02-0.21%+1.18%-3.62%-19.74%-15.10%
FY20152015-11-042015-11-04-15.25%-12.30%-13.86%-27.69%+15.31%
FY20142014-11-052014-11-05-8.58%-8.95%-4.44%-12.76%-32.04%
FY20132013-11-062013-11-06-3.80%+0.42%+5.51%+4.47%+3.27%
FY20122012-11-072012-11-07+4.39%+6.21%+10.90%+15.65%+17.58%
FY20112011-11-022011-11-02+7.53%+6.19%+5.29%+13.16%+17.65%
FY20102010-11-032010-11-03+5.80%+4.36%+6.55%+18.94%+15.99%

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/804328/financials