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positive_eps_streak on TEXAS INSTRUMENTS INC (TXN)

SIC 3674 — Semiconductors & Related Devices · CIK 97476 · 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 TXN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-062026-02-06-1.21%+2.13%-11.40%
FY20242025-02-142025-02-14+1.87%+9.68%-1.66%+3.70%+25.87%
FY20232024-02-022024-02-02-0.19%+2.01%+8.32%+10.82%+17.26%
FY20222023-02-032023-02-03-0.71%-3.57%-5.07%-10.07%-10.33%
FY20212022-02-042022-02-04-0.86%-4.10%-3.81%+0.65%+10.12%
FY20202021-02-052021-02-05+3.05%+5.71%-4.60%+5.94%+3.31%
FY20192020-02-202020-02-20-2.24%-13.95%-22.74%-17.03%+39.49%
FY20182019-02-222019-02-22+0.82%-0.51%+2.21%-1.76%+16.29%
FY20172018-02-222018-02-22+2.99%+2.50%-0.03%+7.00%+7.03%
FY20162017-02-232017-02-23+0.13%+1.22%+4.58%+4.74%+42.15%
FY20152016-02-242016-02-24+1.24%+3.74%+7.89%+9.79%+50.82%
FY20142015-02-242015-02-24+0.24%-0.66%-0.88%-5.07%-8.59%
FY20132014-02-242014-02-24+0.05%+0.29%+4.77%+3.50%+36.15%
FY20122013-02-222013-02-22-1.32%+0.99%+0.82%+8.01%+33.92%
FY20112012-02-242012-02-24-0.63%-1.50%+0.09%-11.05%+5.55%
FY20102011-02-252011-02-25-0.03%+1.82%-2.75%-3.50%-5.29%

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/97476/financials