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positive_eps_streak on Ares Management Corp (ARES)
SIC 6282 — Investment Advice · CIK 1176948 · 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 ARES
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | -0.92% | -2.49% | -9.42% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +2.29% | -8.23% | -10.51% | -3.34% | -30.29% |
| FY2023 | 2024-02-27 | 2024-02-27 | +0.53% | +3.80% | +3.32% | +11.64% | +34.28% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.02% | +3.68% | +1.32% | +7.28% | +68.25% |
| FY2021 | 2022-02-28 | 2022-02-28 | -2.36% | -16.23% | -0.95% | -17.41% | +3.14% |
| FY2020 | 2021-02-25 | 2021-02-25 | +0.66% | -2.36% | +5.41% | +7.42% | +50.52% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.52% | -2.43% | -13.02% | +7.35% | +58.12% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.13% | -3.22% | +0.27% | +12.88% | +62.99% |
| FY2017 | 2018-03-01 | 2018-03-01 | -0.61% | -11.11% | -13.54% | -13.16% | -2.30% |
| FY2016 | 2017-02-27 | 2017-02-27 | -0.92% | -10.55% | -15.06% | -13.23% | +21.60% |
| FY2015 | 2016-02-29 | 2016-02-29 | +1.76% | +5.71% | +28.70% | +20.18% | +91.64% |
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.