← positive_eps_streak (all companies) · TTMI (all signals) · all methodology
positive_eps_streak on TTM TECHNOLOGIES INC (TTMI)
SIC 3672 — Printed Circuit Boards · CIK 1116942 · 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 TTMI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-03 | 2023-03-03 | -1.55% | -4.72% | -0.44% | +1.33% | +10.55% |
| FY2021 | 2022-03-01 | 2022-03-01 | +3.63% | +0.40% | +20.48% | +11.53% | +9.03% |
| FY2020 | 2021-02-22 | 2021-02-22 | -0.28% | -0.69% | +0.14% | +3.26% | -14.64% |
| FY2019 | 2020-02-26 | 2020-02-26 | -1.46% | +3.46% | -21.60% | -13.60% | +8.69% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.80% | -4.86% | -6.22% | -20.81% | +3.75% |
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.