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positive_eps_streak on Super Micro Computer, Inc. (SMCI)

SIC 3571 — Electronic Computers · CIK 1375365 · 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 SMCI

FYFiling dateEvent date1d5d20d60d252d
FY20252025-08-282025-08-28-5.53%-8.10%+4.21%-26.79%
FY20242025-02-252025-02-25+12.23%-14.05%-10.76%-8.54%-29.12%
FY20232023-08-282023-08-28+2.54%+9.84%-2.33%+13.60%+73.81%
FY20222022-08-292022-08-29-6.73%-11.09%-22.75%+26.65%+286.83%
FY20212021-08-272021-08-27-0.64%+6.35%+6.02%+18.02%+93.84%
FY20202020-08-312020-08-31-1.17%-7.59%-2.15%+6.21%+33.41%
FY20192019-12-192019-12-19+8.83%+6.40%+26.23%-29.45%+34.61%
FY20172019-05-172019-05-17+0.50%+0.30%-9.32%-14.36%+22.97%
FY20162016-08-262016-08-26+1.64%+3.65%+9.55%+23.77%+27.98%
FY20152015-11-162015-11-16-1.62%-4.57%-7.60%+20.82%+3.88%
FY20142014-09-152014-09-15+2.13%+7.65%-12.03%+21.90%+6.63%
FY20132013-09-112013-09-11+0.83%+3.49%+3.64%+25.63%+97.35%

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/1375365/financials