← positive_eps_streak (all companies) · SNPS (all signals) · all methodology

positive_eps_streak on SYNOPSYS INC (SNPS)

SIC 7372 — Services-Prepackaged Software · CIK 883241 · 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 SNPS

FYFiling dateEvent date1d5d20d60d252d
FY20252025-12-222025-12-22-1.20%-1.40%+5.87%-12.66%
FY20242024-12-192024-12-19-0.24%-0.49%+10.41%-8.79%-3.62%
FY20232023-12-122023-12-12+0.18%-1.48%-12.10%-0.31%-9.76%
FY20222022-12-122022-12-12+1.13%-3.28%+0.00%+6.25%+69.91%
FY20212021-12-132021-12-13-4.50%-4.45%-6.03%-16.95%-6.65%
FY20202020-12-152020-12-15+2.21%+6.31%+6.25%-3.24%+48.84%
FY20192019-12-202019-12-20+0.02%-0.56%+9.69%-17.82%+81.76%
FY20182018-12-172018-12-17+0.04%-7.46%+3.88%+27.49%+59.92%
FY20172017-12-142017-12-14-0.14%-1.70%+1.47%-0.18%-2.67%
FY20162016-12-122016-12-12+0.60%+0.75%+1.65%+19.88%+46.16%
FY20152015-12-142015-12-14-0.44%-1.54%-10.79%+1.69%+32.69%
FY20142014-12-152014-12-15-0.54%+4.04%-0.19%+8.04%+6.90%
FY20132013-12-202013-12-20+0.93%+2.45%+4.21%+2.37%+11.08%
FY20122012-12-202012-12-20-0.81%-1.16%+0.37%+9.66%+23.84%
FY20112011-12-162011-12-16-1.45%+1.64%+5.99%+14.47%+19.05%

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/883241/financials