← positive_eps_streak (all companies) · FICO (all signals) · all methodology
positive_eps_streak on FAIR ISAAC CORP (FICO)
SIC 7389 — Services-Business Services, NEC · CIK 814547 · 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 FICO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-07 | 2025-11-07 | +0.94% | +0.08% | +1.18% | -21.99% | — |
| FY2024 | 2024-11-06 | 2024-11-06 | +4.09% | +12.33% | +13.23% | -11.62% | -15.99% |
| FY2023 | 2023-11-08 | 2023-11-08 | +2.37% | +8.56% | +18.89% | +33.96% | +148.00% |
| FY2022 | 2022-11-09 | 2022-11-09 | +31.10% | +39.23% | +40.84% | +52.68% | +124.60% |
| FY2021 | 2021-11-10 | 2021-11-10 | -2.78% | -6.70% | +4.73% | +29.37% | +49.71% |
| FY2020 | 2020-11-12 | 2020-11-12 | +2.50% | +3.81% | +10.87% | +2.24% | -18.64% |
| FY2019 | 2019-11-08 | 2019-11-08 | +1.36% | +4.98% | +7.88% | +24.77% | +29.83% |
| FY2018 | 2018-11-09 | 2018-11-09 | -3.65% | -2.25% | -5.47% | +20.20% | +70.34% |
| FY2017 | 2017-11-09 | 2017-11-09 | +0.60% | -0.57% | +2.31% | +6.13% | +27.69% |
| FY2016 | 2016-11-10 | 2016-11-10 | +0.72% | +0.97% | +7.93% | +8.66% | +36.70% |
| FY2015 | 2015-11-10 | 2015-11-10 | -0.34% | +0.65% | +2.22% | +5.96% | +31.56% |
| FY2014 | 2014-11-10 | 2014-11-10 | +1.57% | +1.10% | +3.58% | +10.38% | +23.39% |
| FY2013 | 2013-11-12 | 2013-11-12 | +0.81% | +1.18% | -0.30% | -8.82% | +26.65% |
| FY2012 | 2012-11-16 | 2012-11-16 | +1.43% | +3.98% | +2.01% | +9.23% | +40.23% |
| FY2011 | 2011-11-18 | 2011-11-18 | -2.01% | -0.23% | +2.59% | +16.89% | +24.84% |
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.