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positive_eps_streak on Seagate Technology Holdings plc (STX)

SIC 3572 — Computer Storage Devices · CIK 1137789 · 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 STX

FYFiling dateEvent date1d5d20d60d252d
FY20222022-08-052022-08-05+0.16%+3.06%-19.12%-37.95%-13.13%
FY20212021-08-062021-08-06+0.40%-1.96%-1.99%+0.54%-9.15%
FY20202020-08-102020-08-10-0.63%-2.54%-0.82%+10.78%+109.64%
FY20192019-08-022019-08-02-1.09%-0.11%+11.75%+30.09%+4.91%
FY20182018-08-032018-08-03+0.65%-5.57%-0.63%-28.85%-12.15%
FY20172017-08-042017-08-04+0.15%-3.41%-4.88%+11.82%+71.38%
FY20162016-08-052016-08-05+1.49%-1.81%+5.57%+8.67%+10.90%
FY20152015-08-122015-08-12-0.48%-4.24%-4.65%-23.51%-34.20%
FY20142014-08-082014-08-08+0.05%+3.12%+7.58%+12.64%-6.83%
FY20132013-08-082013-08-08-0.12%-3.40%-3.54%+20.26%+44.06%
FY20122012-08-092012-08-09+4.30%+5.65%-6.62%-7.57%+31.12%

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/1137789/financials