← positive_eps_streak (all companies) · FORR (all signals) · all methodology
positive_eps_streak on FORRESTER RESEARCH, INC. (FORR)
SIC 8700 — Services-Engineering, Accounting, Research, Management · CIK 1023313 · 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 FORR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-08 | 2024-03-08 | -2.06% | +2.84% | -3.04% | -12.98% | -47.85% |
| FY2022 | 2023-03-10 | 2023-03-10 | -0.63% | -0.38% | +3.27% | -6.88% | -37.66% |
| FY2018 | 2019-03-08 | 2019-03-08 | +2.80% | +2.99% | +1.68% | -2.59% | -31.97% |
| FY2017 | 2018-03-09 | 2018-03-09 | +1.18% | +2.00% | +2.47% | +2.47% | +17.32% |
| FY2016 | 2017-03-10 | 2017-03-10 | +1.34% | +4.16% | +5.50% | +5.34% | +17.43% |
| FY2015 | 2016-03-11 | 2016-03-11 | +0.70% | +3.84% | +5.58% | +18.84% | +22.16% |
| FY2014 | 2015-03-11 | 2015-03-11 | +0.78% | -1.36% | -0.96% | -5.03% | -14.05% |
| FY2013 | 2014-03-13 | 2014-03-13 | -1.58% | -4.17% | -7.11% | +3.66% | +0.58% |
| FY2012 | 2013-03-18 | 2013-03-18 | +1.37% | +2.95% | +17.70% | +19.94% | +26.88% |
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.