← positive_eps_streak (all companies) · TER (all signals) · all methodology
positive_eps_streak on TERADYNE, INC (TER)
SIC 3825 — Instruments For Meas & Testing of Electricity & Elec Signals · CIK 97210 · 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 TER
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +2.83% | +5.32% | -4.27% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -2.23% | -8.22% | -25.62% | -30.22% | +169.66% |
| FY2023 | 2024-02-22 | 2024-02-22 | -2.28% | +1.08% | +8.75% | +28.72% | +9.09% |
| FY2022 | 2023-02-22 | 2023-02-22 | +2.20% | +0.61% | +3.57% | -2.18% | -0.17% |
| FY2021 | 2022-02-23 | 2022-02-23 | +5.26% | +5.18% | +4.47% | -8.38% | -9.35% |
| FY2020 | 2021-02-22 | 2021-02-22 | -1.97% | +1.22% | -11.62% | -10.29% | -12.99% |
| FY2019 | 2020-03-02 | 2020-03-02 | -3.34% | -8.94% | -8.68% | +11.92% | +110.55% |
| FY2015 | 2016-02-29 | 2016-02-29 | +2.52% | +4.66% | +12.47% | +1.57% | +50.66% |
| FY2014 | 2015-02-27 | 2015-02-27 | +3.36% | -0.88% | -2.95% | +6.42% | -0.01% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.73% | -0.25% | -3.75% | -11.04% | -0.30% |
| FY2012 | 2013-03-01 | 2013-03-01 | +0.72% | +2.65% | -4.69% | +5.42% | +19.92% |
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)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +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.