← positive_eps_streak (all companies) · ALRM (all signals) · all methodology
positive_eps_streak on Alarm.com Holdings, Inc. (ALRM)
SIC 7372 — Services-Prepackaged Software · CIK 1459200 · 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 ALRM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +0.86% | +7.72% | +2.46% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -1.67% | -4.03% | -5.98% | -1.52% | -26.95% |
| FY2023 | 2024-02-22 | 2024-02-22 | +2.72% | +8.16% | +5.13% | -1.34% | -15.53% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.08% | +1.18% | -2.85% | +1.20% | +48.12% |
| FY2021 | 2022-02-24 | 2022-02-24 | -5.53% | -2.39% | -3.72% | -10.34% | -26.36% |
| FY2020 | 2021-02-25 | 2021-02-25 | -0.97% | -4.53% | -6.01% | -10.05% | -22.19% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.79% | -3.39% | -17.07% | -5.91% | +84.76% |
| FY2018 | 2019-03-01 | 2019-03-01 | -3.76% | -1.96% | +9.43% | +1.58% | -15.51% |
| FY2017 | 2018-02-28 | 2018-02-28 | +1.84% | +3.36% | +1.67% | +18.50% | +64.13% |
| FY2016 | 2017-03-16 | 2017-03-16 | -0.76% | -0.19% | -1.30% | +12.81% | +23.78% |
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.