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positive_eps_streak on SKYWORKS SOLUTIONS, INC. (SWKS)

SIC 3674 — Semiconductors & Related Devices · CIK 4127 · 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 SWKS

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-072025-11-07-0.69%-4.28%+0.60%-11.45%
FY20242024-11-152024-11-15+0.36%+2.06%+9.31%-20.59%-21.44%
FY20232023-11-172023-11-17+1.30%+1.15%+18.98%+12.88%-8.82%
FY20222022-11-232022-11-23-2.19%-0.02%-6.59%+17.02%+2.16%
FY20212021-11-242021-11-24-2.90%-4.67%-2.31%-13.77%-39.51%
FY20202020-11-172020-11-17-1.94%-1.02%+5.18%+38.76%+17.19%
FY20192019-11-142019-11-14+0.68%-2.37%+13.79%+25.65%+45.56%
FY20182018-11-152018-11-15-0.26%-3.47%-5.93%+14.97%+36.12%
FY20172017-11-132017-11-13+0.83%-0.17%-12.28%-6.67%-33.79%
FY20162016-11-222016-11-22-1.32%-3.16%-2.89%+22.05%+38.39%
FY20152015-11-242015-11-24+0.74%+6.16%-0.69%-21.10%-0.14%
FY20142014-11-252014-11-25+3.71%+1.83%+13.52%+34.90%+23.80%
FY20132013-11-182013-11-18-0.83%+5.49%+12.16%+26.33%+154.02%
FY20122012-11-212012-11-21+1.97%+4.96%-4.45%+10.63%+24.45%
FY20112011-11-282011-11-28+1.11%+14.15%+12.82%+80.21%+56.17%

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/4127/financials