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positive_eps_streak on Genpact LTD (G)

SIC 8742 — Services-Management Consulting Services · CIK 1398659 · 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 G

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26+0.48%+5.44%-4.90%
FY20242025-03-032025-03-03-0.89%-4.76%-4.13%-16.03%-21.78%
FY20232024-02-292024-02-29-0.18%+1.50%-2.66%-1.00%+56.24%
FY20222023-03-012023-03-01+0.55%-1.43%-4.01%-21.03%-27.50%
FY20212022-03-012022-03-01+2.70%-1.64%+8.37%+2.85%+16.54%
FY20202021-03-012021-03-01+2.40%+1.69%+8.87%+9.95%+3.60%
FY20192020-03-022020-03-02-3.14%-10.11%-28.81%-8.36%+5.02%
FY20182019-03-012019-03-01-0.21%-0.07%+5.16%+7.85%+20.80%
FY20172018-03-012018-03-01+1.21%+1.65%+2.45%-3.44%+8.00%
FY20162017-03-012017-03-01-0.21%-0.65%+0.13%+11.45%+29.67%
FY20152016-02-262016-02-26-0.38%+2.07%+0.26%+2.49%-6.82%
FY20142015-02-272015-02-27+2.03%-0.41%+3.65%+1.53%+18.95%
FY20132014-02-282014-02-28-0.78%+4.14%+3.00%+2.70%+35.91%
FY20122013-03-012013-03-01+1.64%+1.69%+2.88%+11.07%-6.55%
FY20112012-02-292012-02-29+0.62%-4.31%+2.06%+1.62%+27.78%

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/1398659/financials