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positive_eps_streak on EXPONENT INC (EXPO)

SIC 8742 — Services-Management Consulting Services · CIK 851520 · 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 EXPO

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+1.37%-0.80%-11.05%
FY20242025-02-282025-02-28-2.08%+1.41%-2.52%-8.08%-11.39%
FY20232024-02-232024-02-23+0.97%+2.89%+3.47%+23.76%+10.56%
FY20222023-02-242023-02-24-0.17%+1.77%-10.10%-12.70%-22.77%
FY20212022-02-252022-02-25+2.55%+5.38%+10.33%-5.02%+12.49%
FY20202021-02-262021-02-26+1.39%-1.72%+0.32%-4.32%-3.47%
FY20192020-02-282020-02-28+1.74%+4.59%-4.01%-1.18%+34.11%
FY20182019-02-222019-02-22-0.55%-1.20%-1.16%-0.46%+38.27%
FY20172018-02-232018-02-23+1.29%-1.28%-0.95%+21.49%+45.81%
FY20162017-02-242017-02-24-0.17%+1.06%+0.37%+5.29%+37.41%
FY20152016-02-262016-02-26-0.89%+2.68%+5.15%+6.77%+24.79%
FY20142015-03-022015-03-02-0.63%-0.52%+1.76%-2.72%+10.48%
FY20132014-03-032014-03-03+5.26%+5.46%+4.81%-2.00%+23.05%
FY20122013-02-282013-02-28+0.95%+3.64%+7.61%+11.60%+43.11%

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/851520/financials