← positive_eps_streak (all companies) · GOOGL (all signals) · all methodology
positive_eps_streak on Alphabet Inc. (GOOGL)
SIC 7370 — Services-Computer Programming, Data Processing, Etc. · CIK 1652044 · 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 GOOGL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-05 | 2026-02-05 | -2.53% | -6.72% | -9.88% | — | — |
| FY2024 | 2025-02-05 | 2025-02-05 | +0.14% | -4.03% | -9.92% | -14.17% | +69.41% |
| FY2023 | 2024-01-31 | 2024-01-31 | +0.76% | +3.88% | -1.17% | +22.73% | +44.15% |
| FY2022 | 2023-02-03 | 2023-02-03 | -1.79% | -9.74% | -9.21% | +0.52% | +37.53% |
| FY2021 | 2022-02-02 | 2022-02-02 | -3.32% | -4.33% | -9.53% | -22.90% | -29.20% |
| FY2020 | 2021-02-03 | 2021-02-03 | -0.25% | +1.34% | -1.21% | +14.31% | +43.77% |
| FY2019 | 2020-02-04 | 2020-02-04 | +0.04% | +4.47% | -4.41% | -6.83% | +42.44% |
| FY2018 | 2019-02-05 | 2019-02-05 | -2.52% | -2.11% | +1.13% | +1.27% | +25.54% |
| FY2017 | 2018-02-06 | 2018-02-06 | -2.68% | -2.79% | +2.82% | -5.36% | +1.98% |
| FY2016 | 2017-02-03 | 2017-02-03 | +0.18% | +1.79% | +3.31% | +14.26% | +29.54% |
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.