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positive_eps_streak on Accenture plc (ACN)

SIC 7389 — Services-Business Services, NEC · CIK 1467373 · 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 ACN

FYFiling dateEvent date1d5d20d60d252d
FY20252025-10-102025-10-10+1.09%-1.06%+2.00%+13.71%
FY20242024-10-102024-10-10-0.09%+3.90%-0.10%-1.30%-31.40%
FY20232023-10-122023-10-12-0.83%-0.47%+3.24%+12.61%+21.72%
FY20222022-10-122022-10-12+2.96%+5.59%+6.55%+9.47%+22.62%
FY20212021-10-152021-10-15+0.40%+3.50%+8.60%+9.74%-22.24%
FY20202020-10-222020-10-22+0.68%-5.13%+6.60%+15.09%+56.99%
FY20192019-10-292019-10-29+0.96%+1.13%+8.72%+12.20%+17.63%
FY20182018-10-242018-10-24+2.48%+2.94%+2.52%-3.07%+21.07%
FY20172017-10-262017-10-26+0.92%+1.03%+3.99%+13.12%+10.75%
FY20162016-10-282016-10-28+0.49%+1.35%+4.40%+0.22%+26.38%
FY20152015-10-302015-10-30+0.37%-1.12%+0.02%-3.84%+10.62%
FY20142014-10-242014-10-24+0.86%+3.54%+7.31%+14.23%+40.77%
FY20132013-10-292013-10-29-0.88%-2.07%+3.28%+8.33%+8.93%
FY20122012-10-302012-10-31+2.11%-1.16%+1.39%+6.36%+11.67%
FY20112011-10-212011-10-21+0.50%+6.34%-5.13%-5.65%+19.42%

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/1467373/financials