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positive_eps_streak on Fidelity National Information Services, Inc. (FIS)
SIC 7389 — Services-Business Services, NEC · CIK 1136893 · 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 FIS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-23 | 2022-02-23 | +3.83% | +3.25% | +3.98% | +5.87% | -28.09% |
| FY2020 | 2021-02-18 | 2021-02-18 | -2.44% | +3.39% | +7.11% | +12.02% | -24.29% |
| FY2019 | 2020-02-20 | 2020-02-20 | -1.18% | -11.42% | -32.70% | -15.44% | -15.62% |
| FY2018 | 2019-02-21 | 2019-02-21 | -0.03% | +0.96% | +3.17% | +11.20% | +46.29% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.83% | -2.11% | -0.20% | +6.55% | +10.26% |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.90% | -0.99% | -3.60% | +0.49% | +21.72% |
| FY2015 | 2016-02-26 | 2016-02-26 | -2.08% | +2.22% | +5.36% | +22.44% | +40.93% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.96% | -2.20% | -0.38% | -6.05% | -12.43% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.68% | -0.25% | -4.47% | -3.12% | +24.81% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.78% | +3.35% | +5.95% | +22.68% | +51.91% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.48% | +0.39% | +6.75% | +3.38% | +24.32% |
| FY2010 | 2011-02-25 | 2011-02-25 | +1.12% | -1.56% | +0.19% | -1.53% | -1.83% |
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.