← positive_eps_streak (all companies) · CRM (all signals) · all methodology
positive_eps_streak on Salesforce, Inc. (CRM)
SIC 7372 — Services-Prepackaged Software · CIK 1108524 · 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 CRM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | +1.61% | +3.03% | -4.10% | — | — |
| FY2024 | 2025-03-05 | 2025-03-05 | -2.03% | -2.53% | -7.00% | -8.97% | -30.33% |
| FY2023 | 2024-03-06 | 2024-03-06 | -0.44% | +0.43% | -3.04% | -22.72% | -9.66% |
| FY2022 | 2023-03-08 | 2023-03-08 | -2.31% | -0.02% | +6.76% | +16.44% | +66.87% |
| FY2021 | 2022-03-11 | 2022-03-11 | -2.42% | +10.56% | -0.37% | -5.43% | -7.58% |
| FY2020 | 2021-03-17 | 2021-03-17 | -1.71% | -1.68% | +9.33% | +12.76% | -3.54% |
| FY2019 | 2020-03-05 | 2020-03-05 | -3.25% | -17.10% | -20.80% | +3.99% | +24.27% |
| FY2011 | 2012-03-09 | 2012-03-09 | -0.18% | +2.69% | +6.84% | -9.29% | +22.71% |
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.