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positive_eps_streak on SOLAREDGE TECHNOLOGIES, INC. (SEDG)
SIC 3674 — Semiconductors & Related Devices · CIK 1419612 · 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 SEDG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-26 | 2024-02-26 | +3.37% | -0.03% | -4.56% | -27.73% | -73.33% |
| FY2022 | 2023-02-22 | 2023-02-22 | +2.08% | +10.73% | -2.09% | +2.02% | -77.22% |
| FY2021 | 2022-02-22 | 2022-02-22 | -4.05% | +31.93% | +32.12% | -2.95% | +22.67% |
| FY2020 | 2021-02-19 | 2021-02-19 | -10.34% | -7.35% | -12.75% | -32.29% | -18.24% |
| FY2019 | 2020-02-27 | 2020-02-27 | -0.98% | +9.20% | -28.19% | +3.53% | +136.85% |
| FY2018 | 2019-02-28 | 2019-02-28 | -2.18% | -6.86% | -10.65% | +26.86% | +195.13% |
| FY2017 | 2018-02-20 | 2018-02-20 | +0.74% | +5.69% | +19.60% | +42.36% | -11.25% |
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.