← positive_eps_streak (all companies) · ADP (all signals) · all methodology
positive_eps_streak on AUTOMATIC DATA PROCESSING INC (ADP)
SIC 7374 — Services-Computer Processing & Data Preparation · CIK 8670 · 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 ADP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-06 | 2025-08-06 | +0.61% | +1.10% | -0.15% | -12.85% | — |
| FY2024 | 2024-08-07 | 2024-08-07 | +1.50% | +1.51% | +4.35% | +12.28% | +19.74% |
| FY2023 | 2023-08-03 | 2023-08-03 | -0.90% | +1.03% | +2.67% | -12.94% | +6.46% |
| FY2022 | 2022-08-03 | 2022-08-03 | -0.14% | +3.34% | +0.04% | -3.41% | +2.68% |
| FY2021 | 2021-08-04 | 2021-08-04 | +0.61% | +2.00% | -2.42% | +5.64% | +17.26% |
| FY2020 | 2020-08-05 | 2020-08-05 | +1.30% | +3.57% | +5.72% | +18.16% | +61.76% |
| FY2019 | 2019-08-09 | 2019-08-09 | -1.11% | -0.42% | +0.19% | -3.01% | -15.76% |
| FY2018 | 2018-08-03 | 2018-08-03 | +0.98% | +3.75% | +9.31% | +1.26% | +24.21% |
| FY2017 | 2017-08-04 | 2017-08-04 | +0.70% | -2.32% | -3.63% | +5.58% | +24.32% |
| FY2016 | 2016-08-05 | 2016-08-05 | -0.26% | +0.51% | +0.80% | -2.33% | +28.00% |
| FY2015 | 2015-08-07 | 2015-08-07 | +1.63% | +3.36% | -5.16% | +9.03% | +14.19% |
| FY2014 | 2014-08-08 | 2014-08-08 | +0.27% | +1.42% | +3.66% | +15.43% | +17.26% |
| FY2013 | 2013-08-19 | 2013-08-19 | +0.61% | +0.18% | +3.76% | +5.94% | +18.89% |
| FY2012 | 2012-08-20 | 2012-08-20 | -0.33% | +0.26% | +0.87% | -5.69% | +27.60% |
| FY2011 | 2011-08-24 | 2011-08-24 | -1.66% | +2.60% | -2.08% | +3.38% | +22.53% |
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.