← positive_eps_streak (all companies) · BGC (all signals) · all methodology
positive_eps_streak on BGC Group, Inc. (BGC)
SIC 6200 — Security & Commodity Brokers, Dealers, Exchanges & Services · CIK 1094831 · 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 BGC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | -1.93% | -3.16% | -2.75% | — | — |
| FY2024 | 2025-03-03 | 2025-03-03 | -3.61% | -11.78% | -5.27% | -4.13% | +0.34% |
| FY2023 | 2024-02-29 | 2024-02-29 | +2.16% | +21.47% | +11.96% | +25.06% | +35.58% |
| FY2022 | 2023-03-01 | 2023-03-01 | -1.18% | +0.59% | +0.98% | -13.75% | +40.31% |
| FY2021 | 2022-02-28 | 2022-02-28 | +1.09% | -6.12% | -1.52% | -32.39% | +12.51% |
| FY2020 | 2021-03-01 | 2021-03-01 | -2.02% | +2.47% | +0.44% | +17.96% | +3.52% |
| FY2019 | 2020-02-28 | 2020-02-28 | +3.86% | -1.93% | -48.07% | -40.99% | -3.31% |
| FY2018 | 2019-03-01 | 2019-03-01 | +0.65% | -6.61% | -12.39% | -19.19% | -10.84% |
| FY2017 | 2018-02-22 | 2018-02-22 | +0.08% | -0.08% | +2.29% | -5.25% | -22.44% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.88% | +5.59% | -6.47% | +7.04% | +43.67% |
| FY2012 | 2013-03-12 | 2013-03-12 | -1.81% | -2.03% | +29.57% | +30.94% | +73.77% |
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.