← positive_eps_streak (all companies) · AWRE (all signals) · all methodology
positive_eps_streak on AWARE INC /MA/ (AWRE)
SIC 7372 — Services-Prepackaged Software · CIK 1015739 · 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 AWRE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-02-19 | 2019-02-19 | -0.54% | +2.96% | +2.96% | -12.94% | -10.24% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.00% | +1.20% | +1.20% | -6.02% | -3.13% |
| FY2016 | 2017-02-10 | 2017-02-10 | -1.96% | +1.96% | -5.88% | -7.84% | -15.69% |
| FY2015 | 2016-02-12 | 2016-02-12 | +0.91% | +8.54% | +19.51% | +28.96% | +52.44% |
| FY2014 | 2015-02-13 | 2015-02-13 | -1.56% | +3.56% | -1.11% | -11.11% | -26.44% |
| FY2013 | 2014-02-18 | 2014-02-18 | -1.53% | -9.79% | -9.17% | -14.22% | -5.27% |
| FY2012 | 2013-02-19 | 2013-02-19 | -1.19% | +0.99% | -6.52% | -6.72% | +27.27% |
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.