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positive_eps_streak on CSG SYSTEMS INTERNATIONAL INC (CSGS)

SIC 7374 — Services-Computer Processing & Data Preparation · CIK 1005757 · 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 CSGS

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19+0.35%+0.29%+0.53%
FY20242025-02-202025-02-20-0.44%-0.23%-5.73%+2.62%+26.38%
FY20232024-02-162024-02-16-1.90%+0.41%-3.82%-18.16%+24.20%
FY20222023-02-172023-02-17-1.24%-6.13%-11.67%-18.11%-10.42%
FY20212022-02-182022-02-18+1.27%+4.88%+8.18%+0.88%+1.72%
FY20202021-02-192021-02-19+2.07%+0.37%+4.94%-1.81%+32.18%
FY20192020-02-212020-02-21-2.94%-14.44%-25.60%-11.30%-7.28%
FY20182019-02-222019-02-22-0.94%-1.30%-2.05%+8.35%+20.68%
FY20172018-02-232018-02-23+2.31%-1.21%-5.96%-13.76%-9.82%
FY20162017-02-242017-02-24-0.15%-2.57%-6.71%+0.65%+22.94%
FY20152016-02-292016-02-29+1.42%+1.00%+17.31%+12.35%+5.69%
FY20142015-02-272015-02-27+0.20%+0.90%+0.68%+0.05%+29.73%
FY20132014-02-282014-02-28-1.57%+1.36%-7.76%-5.25%+9.56%
FY20122013-03-082013-03-08-0.66%+1.02%+4.04%+5.42%+49.11%

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/1005757/financials