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positive_eps_streak on GEO GROUP INC (GEO)

SIC 1520 — General Bldg Contractors - Residential Bldgs · CIK 923796 · 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 GEO

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-252026-02-25-1.29%+2.24%+18.89%
FY20242025-02-282025-02-28-4.13%-12.24%+7.13%+0.51%-44.96%
FY20232024-02-292024-02-29-1.47%-2.36%+15.08%+13.45%+111.08%
FY20222023-02-272023-02-27-2.67%-2.33%-13.56%-10.11%+34.78%
FY20212022-02-282022-02-28-3.36%-7.72%-1.34%+17.28%+52.18%
FY20202021-02-162021-02-16-0.23%-14.07%-5.93%-29.53%-25.12%
FY20192020-02-262020-02-26-1.99%+4.84%-30.21%-28.02%-44.89%
FY20182019-02-252019-02-25-0.56%-1.38%-20.69%-2.57%-25.13%
FY20172018-02-262018-02-26-3.26%-0.09%-9.19%+11.70%+12.03%
FY20162017-02-272017-02-27-2.78%-6.49%-6.58%-6.67%-29.59%
FY20152016-02-262016-02-26+1.50%+2.83%+15.83%+12.91%+85.77%
FY20142015-02-262015-02-26+1.31%+3.17%+2.32%-9.35%-27.10%
FY20132014-03-032014-03-03+1.36%-0.03%-0.52%+7.47%+43.93%
FY20122013-03-012013-03-01+0.61%+3.65%+8.41%+7.31%-0.01%
FY20112012-03-012012-03-01-2.28%-4.88%+5.22%+21.98%+146.15%

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/923796/financials