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positive_eps_streak on VISHAY INTERTECHNOLOGY INC (VSH)
SIC 3670 — Electronic Components & Accessories · CIK 103730 · 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 VSH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-16 | 2024-02-16 | -1.97% | -2.02% | -3.44% | +5.17% | -12.69% |
| FY2022 | 2023-02-22 | 2023-02-22 | +0.57% | +1.47% | +1.71% | +20.73% | +4.44% |
| FY2021 | 2022-02-23 | 2022-02-23 | +2.22% | +1.85% | +5.15% | +4.51% | +13.75% |
| FY2020 | 2021-02-24 | 2021-02-24 | -5.03% | -6.96% | -6.19% | -3.57% | -22.42% |
| FY2014 | 2015-02-19 | 2015-02-19 | -0.28% | +0.21% | -3.98% | -9.78% | -16.72% |
| FY2013 | 2014-02-19 | 2014-02-19 | +0.00% | +1.51% | +7.77% | +3.45% | +4.63% |
| FY2012 | 2013-02-20 | 2013-02-20 | +0.38% | +0.38% | +2.64% | +9.86% | +5.05% |
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.