← positive_eps_streak (all companies) · ASGN (all signals) · all methodology

positive_eps_streak on ASGN Inc (ASGN)

SIC 7363 — Services-Help Supply Services · CIK 890564 · 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 ASGN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-252026-02-25+5.65%+2.22%-5.90%
FY20242025-02-242025-02-24+2.43%-5.14%-7.14%-17.79%-40.20%
FY20232024-02-232024-02-23-0.11%+4.90%+5.23%+3.98%-27.69%
FY20222023-02-272023-02-27-0.17%-0.83%-9.61%-23.66%+10.05%
FY20212022-03-012022-03-01+2.67%-5.92%+11.13%-12.22%-17.79%
FY20202021-03-012021-03-01-3.48%-2.05%-3.47%+6.60%+15.84%
FY20192020-03-022020-03-02-4.46%-25.05%-30.96%+27.43%+81.25%
FY20182019-03-012019-03-01-1.74%-7.12%-2.20%-21.13%-21.55%
FY20172018-03-012018-03-01+1.82%+6.70%+6.37%+1.69%-17.13%
FY20162017-03-012017-03-01-1.66%-2.12%-1.20%+9.71%+61.79%
FY20152016-02-292016-02-29+5.66%+6.94%+9.15%+14.33%+42.96%
FY20142015-03-022015-03-02-0.62%-2.61%+0.36%-1.32%-10.01%
FY20132014-03-032014-03-03+3.42%+6.82%+12.94%+4.80%+12.73%

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/890564/financials