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positive_eps_streak on BRIGHT HORIZONS FAMILY SOLUTIONS INC. (BFAM)

SIC 8351 — Services-Child Day Care Services · CIK 1437578 · 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 BFAM

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-0.85%+3.62%+8.04%
FY20242025-02-272025-02-27+2.10%+0.36%+1.57%+2.07%-41.04%
FY20232024-02-272024-02-27+3.93%+3.96%+2.95%-1.69%+18.13%
FY20222023-02-282023-02-28+3.74%+4.72%-3.22%+4.43%+45.69%
FY20212022-02-252022-02-25+1.42%+0.37%+6.33%-31.73%-38.79%
FY20202021-03-012021-03-01+1.30%-0.27%+1.42%-16.63%-19.77%
FY20192020-02-272020-02-27+1.03%-2.04%-35.15%-31.83%+2.64%
FY20182019-02-272019-02-27+0.49%+0.92%+0.60%+9.00%+26.05%
FY20172018-02-282018-02-28-0.42%+2.90%+2.22%+5.24%+30.42%
FY20162017-03-012017-03-01+0.06%+0.09%+3.55%+10.20%+37.33%
FY20152016-02-292016-02-29+1.39%+2.08%+0.21%+2.86%+9.06%
FY20142015-03-022015-03-02-1.36%+0.53%+2.39%+10.22%+26.75%

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/1437578/financials