← positive_eps_streak (all companies) · EPAM (all signals) · all methodology
positive_eps_streak on EPAM Systems, Inc. (EPAM)
SIC 7371 — Services-Computer Programming Services · CIK 1352010 · 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 EPAM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +1.72% | +4.30% | -1.78% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -3.65% | -3.56% | -18.05% | -14.31% | -31.71% |
| FY2023 | 2024-02-22 | 2024-02-22 | -0.90% | -0.04% | -6.84% | -38.33% | -30.88% |
| FY2022 | 2023-02-24 | 2023-02-24 | +2.23% | -0.01% | -9.00% | -13.84% | +0.33% |
| FY2021 | 2022-02-25 | 2022-02-25 | -45.68% | -48.09% | -30.25% | -17.72% | -19.55% |
| FY2020 | 2021-02-25 | 2021-02-25 | +2.59% | -1.29% | +1.05% | +31.04% | +4.97% |
| FY2019 | 2020-03-02 | 2020-03-02 | -2.12% | -10.18% | -18.12% | -2.58% | +68.48% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.12% | +1.25% | +6.56% | +7.23% | +38.96% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.30% | +0.65% | -1.13% | +8.45% | +41.16% |
| FY2016 | 2017-03-01 | 2017-03-01 | +0.77% | -2.08% | +0.65% | +13.38% | +50.56% |
| FY2015 | 2016-02-23 | 2016-02-23 | +1.25% | +8.01% | +8.52% | +10.98% | +12.46% |
| FY2014 | 2015-03-02 | 2015-03-02 | -1.99% | -1.26% | +0.86% | +13.19% | +13.66% |
| FY2013 | 2014-03-11 | 2014-03-11 | -1.51% | -4.31% | -12.06% | +23.12% | +68.85% |
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.