← positive_eps_streak (all companies) · FDS (all signals) · all methodology
positive_eps_streak on FACTSET RESEARCH SYSTEMS INC (FDS)
SIC 7370 — Services-Computer Programming, Data Processing, Etc. · CIK 1013237 · 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 FDS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-10-22 | 2025-10-22 | -1.06% | -7.94% | -7.90% | -4.06% | — |
| FY2024 | 2024-10-29 | 2024-10-29 | -1.37% | +1.71% | +6.71% | +2.51% | -41.45% |
| FY2023 | 2023-10-27 | 2023-10-27 | +1.62% | +5.56% | +9.48% | +12.29% | +10.46% |
| FY2022 | 2022-10-21 | 2022-10-21 | +0.76% | +5.73% | +7.54% | +3.73% | +6.55% |
| FY2021 | 2021-10-22 | 2021-10-22 | +0.42% | +3.00% | +7.01% | -0.16% | -4.04% |
| FY2020 | 2020-10-29 | 2020-10-29 | -1.21% | +7.32% | +4.28% | +1.03% | +44.46% |
| FY2019 | 2019-10-30 | 2019-10-30 | -0.06% | +1.30% | +3.51% | +10.06% | +23.53% |
| FY2018 | 2018-10-30 | 2018-10-30 | +2.40% | +2.76% | +7.69% | -2.26% | +17.26% |
| FY2017 | 2017-10-30 | 2017-10-30 | +0.93% | +1.55% | +5.80% | +11.25% | +17.51% |
| FY2016 | 2016-10-31 | 2016-10-31 | -1.58% | +0.05% | +4.86% | +12.47% | +24.31% |
| FY2015 | 2015-11-02 | 2015-11-02 | -1.38% | -0.68% | -1.96% | -13.76% | -12.08% |
| FY2014 | 2014-10-30 | 2014-10-30 | +0.85% | +2.40% | +5.46% | +11.53% | +35.82% |
| FY2013 | 2013-10-30 | 2013-10-30 | +0.90% | +1.71% | +6.09% | -2.60% | +22.30% |
| FY2012 | 2012-10-30 | 2012-10-31 | +1.84% | -1.20% | +2.31% | +4.00% | +21.93% |
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.