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positive_eps_streak on SYNAPTICS Inc (SYNA)

SIC 3674 — Semiconductors & Related Devices · CIK 817720 · 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 SYNA

FYFiling dateEvent date1d5d20d60d252d
FY20242024-08-232024-08-23-0.47%+1.09%-8.91%-8.31%-12.09%
FY20232023-08-182023-08-18-0.01%-1.97%-2.49%+8.18%-13.70%
FY20222022-08-222022-08-22+0.07%-5.43%-18.78%-18.04%-32.33%
FY20172017-08-182017-08-18-2.50%-0.07%+0.20%-3.49%+9.56%
FY20162016-08-262016-08-26+4.80%+5.07%+1.44%-2.01%-25.88%
FY20152015-08-252015-08-25+2.55%+1.18%+1.24%+30.02%-17.80%
FY20142014-08-222014-08-22-1.81%+2.41%-4.64%-24.76%-15.48%
FY20132013-08-192013-08-19+0.57%+2.17%+4.61%+18.50%+100.97%
FY20122012-09-212012-09-21-1.39%-6.94%-7.98%+11.47%+73.30%

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/817720/financials