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positive_eps_streak on TD SYNNEX CORP (SNX)

SIC 5045 — Wholesale-Computers & Peripheral Equipment & Software · CIK 1177394 · 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 SNX

FYFiling dateEvent date1d5d20d60d252d
FY20252026-01-272026-01-27+0.38%+1.74%-0.13%+40.98%
FY20242025-01-242025-01-24-0.92%+0.01%-0.81%-25.45%+12.69%
FY20232024-01-262024-01-26-3.55%-3.39%-2.81%+10.51%+36.03%
FY20222023-01-242023-01-24-1.05%-6.30%-10.72%-16.39%-1.36%
FY20212022-01-282022-01-28+3.78%+3.53%+1.06%-1.91%+2.73%
FY20202021-01-282021-01-28-3.50%+3.81%+5.41%+48.87%+19.34%
FY20192020-01-292020-01-29+1.65%+2.84%-8.19%-44.70%+23.01%
FY20182019-01-282019-01-28-0.44%+1.99%+4.80%+11.70%+46.72%
FY20172018-01-292018-01-29-0.38%-7.08%+2.62%-15.63%-19.80%
FY20162017-01-262017-01-26-0.17%-1.27%-1.03%-8.92%+3.21%
FY20152016-01-282016-01-28+2.79%+3.65%+15.20%+1.96%+48.37%
FY20142015-01-292015-01-29-2.51%+1.35%+0.20%+2.68%+11.20%
FY20132014-01-272014-01-27+0.57%-6.50%+5.52%+23.36%+38.87%
FY20122013-01-282013-01-28-1.15%-1.59%+3.42%-7.96%+53.96%

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/1177394/financials