← positive_eps_streak (all companies) · SMTC (all signals) · all methodology
positive_eps_streak on SEMTECH CORP (SMTC)
SIC 3674 — Semiconductors & Related Devices · CIK 88941 · 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 SMTC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-28 | 2024-03-28 | +6.84% | +18.37% | +30.12% | +8.26% | +26.81% |
| FY2022 | 2023-03-30 | 2023-03-30 | -4.40% | -15.25% | -22.81% | -0.79% | +11.64% |
| FY2021 | 2022-03-16 | 2022-03-16 | +4.13% | +3.32% | -5.70% | -11.76% | -56.32% |
| FY2020 | 2021-03-24 | 2021-03-24 | -0.87% | +4.91% | +3.31% | -3.59% | +4.71% |
| FY2019 | 2020-03-20 | 2020-03-20 | +8.68% | +10.02% | +25.66% | +60.03% | +121.04% |
| FY2018 | 2019-03-21 | 2019-03-21 | -4.75% | -9.25% | -2.39% | -22.44% | -40.90% |
| FY2017 | 2018-03-22 | 2018-03-22 | -3.56% | -4.17% | +4.91% | +24.66% | +28.98% |
| FY2013 | 2014-03-27 | 2014-03-27 | -0.48% | +3.97% | -2.73% | +7.50% | +6.86% |
| FY2012 | 2013-03-28 | 2013-03-28 | -2.46% | -7.12% | -11.86% | -2.51% | -29.92% |
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.