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positive_eps_streak on Booz Allen Hamilton Holding Corp (BAH)
SIC 8742 — Services-Management Consulting Services · CIK 1443646 · 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 BAH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-23 | 2025-05-23 | +1.87% | -4.16% | -6.57% | +2.38% | — |
| FY2023 | 2024-05-24 | 2024-05-24 | -2.47% | -5.05% | -0.37% | -2.42% | -32.31% |
| FY2022 | 2023-05-26 | 2023-05-26 | +1.76% | +7.20% | +13.82% | +19.12% | +62.97% |
| FY2021 | 2022-05-20 | 2022-05-20 | +2.84% | +10.17% | +7.43% | +25.70% | +20.84% |
| FY2020 | 2021-05-21 | 2021-05-21 | +2.54% | +1.57% | +5.97% | -1.47% | -3.94% |
| FY2019 | 2020-05-26 | 2020-05-26 | +0.52% | +5.47% | +5.35% | +13.92% | +13.28% |
| FY2018 | 2019-05-28 | 2019-05-28 | +0.54% | +2.28% | +5.59% | +20.25% | +23.76% |
| FY2017 | 2018-05-29 | 2018-05-29 | +2.32% | +2.70% | +0.29% | +15.52% | +44.86% |
| FY2016 | 2017-05-22 | 2017-05-22 | -0.44% | +1.95% | -15.91% | -10.96% | +9.28% |
| FY2015 | 2016-05-19 | 2016-05-19 | +2.01% | +0.35% | -1.19% | +5.77% | +26.87% |
| FY2014 | 2015-05-21 | 2015-05-21 | -0.08% | +0.88% | +5.11% | +11.01% | +19.68% |
| FY2013 | 2014-05-22 | 2014-05-22 | +2.35% | -5.51% | -6.88% | -2.94% | +14.45% |
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.