← positive_eps_streak (all companies) · BLKB (all signals) · all methodology
positive_eps_streak on BLACKBAUD INC (BLKB)
SIC 7372 — Services-Prepackaged Software · CIK 1280058 · 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 BLKB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-01 | 2022-03-01 | +0.80% | -6.46% | +1.33% | +2.09% | -7.80% |
| FY2020 | 2021-02-23 | 2021-02-23 | +0.14% | -1.78% | -1.96% | -3.63% | -14.09% |
| FY2019 | 2020-02-20 | 2020-02-20 | -1.65% | -9.86% | -36.04% | -33.23% | -5.52% |
| FY2018 | 2019-02-20 | 2019-02-20 | +0.21% | +1.75% | +3.22% | +6.11% | +1.18% |
| FY2017 | 2018-02-20 | 2018-02-20 | +0.97% | +3.25% | +7.80% | -1.07% | -23.13% |
| FY2016 | 2017-02-22 | 2017-02-22 | +0.19% | +1.29% | +4.49% | +9.13% | +39.97% |
| FY2015 | 2016-02-24 | 2016-02-24 | +0.50% | +2.48% | +5.64% | +4.97% | +30.28% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.89% | -1.46% | -1.44% | +13.33% | +24.59% |
| FY2013 | 2014-02-26 | 2014-02-26 | -0.93% | -1.03% | -2.49% | +5.10% | +45.66% |
| FY2012 | 2013-10-08 | 2013-10-08 | -0.52% | +3.50% | -7.75% | -1.44% | +1.00% |
| FY2011 | 2012-02-29 | 2012-02-29 | -0.48% | -1.62% | +7.54% | -15.82% | -10.21% |
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.