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positive_eps_streak on GREEN DOT CORP (GDOT)

SIC 6199 — Finance Services · CIK 1386278 · 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 GDOT

FYFiling dateEvent date1d5d20d60d252d
FY20232024-02-292024-02-29-2.07%+3.78%+13.64%+22.17%-16.81%
FY20222023-03-012023-03-01+0.79%-3.47%-14.94%-7.73%-57.71%
FY20212022-02-282022-02-28-4.12%-18.22%-3.28%-4.01%-33.65%
FY20202021-02-262021-02-26+3.53%-1.27%-0.55%-15.09%-43.31%
FY20192020-03-022020-03-02-2.98%-12.77%-22.44%+10.02%+39.06%
FY20182019-02-272019-02-27+0.16%-11.25%-8.36%-24.78%-47.35%
FY20172018-02-272018-02-27-1.24%+0.73%-1.21%+8.37%-2.12%
FY20162017-02-272017-02-27-2.07%-0.70%+10.02%+20.78%+120.35%
FY20152016-02-292016-02-29+2.32%+7.02%+12.92%+2.76%+41.87%
FY20142015-03-022015-03-02-1.33%+3.16%+1.14%-4.92%+33.46%
FY20132014-03-032014-03-03+2.92%+4.01%-3.27%-8.72%-22.59%
FY20122013-03-012013-03-01+5.01%+7.90%+16.85%+29.05%+42.38%

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/1386278/financials