← positive_eps_streak (all companies) · GS (all signals) · all methodology
positive_eps_streak on GOLDMAN SACHS GROUP INC (GS)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 886982 · 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 GS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +0.83% | -5.38% | -8.15% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +2.86% | -6.17% | -7.62% | -1.07% | +45.38% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.21% | -0.05% | +4.77% | +19.22% | +61.80% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.46% | -1.16% | -13.48% | -10.06% | +10.81% |
| FY2021 | 2022-02-25 | 2022-02-25 | -2.52% | -5.29% | -3.04% | -9.04% | +3.09% |
| FY2020 | 2021-02-22 | 2021-02-22 | +0.74% | +4.53% | +7.51% | +15.50% | +11.12% |
| FY2019 | 2020-02-21 | 2020-02-21 | -2.64% | -12.41% | -39.62% | -20.65% | +40.71% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.00% | -1.06% | -3.74% | -1.30% | +10.72% |
| FY2017 | 2018-02-26 | 2018-02-26 | -1.23% | -2.73% | -5.77% | -12.02% | -25.67% |
| FY2016 | 2017-02-27 | 2017-02-27 | -0.25% | +1.34% | -9.33% | -11.68% | +8.81% |
| FY2015 | 2016-03-02 | 2016-03-02 | +0.73% | -2.78% | +1.80% | +3.26% | +65.06% |
| FY2014 | 2015-02-23 | 2015-02-23 | +1.00% | +1.09% | +1.18% | +8.27% | -22.85% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.03% | +4.69% | -2.49% | -2.81% | +16.71% |
| FY2012 | 2013-03-01 | 2013-03-01 | +1.10% | +1.63% | -2.98% | +7.09% | +10.88% |
| FY2011 | 2012-02-28 | 2012-02-28 | -1.68% | -2.94% | +7.87% | -16.28% | +30.71% |
| FY2010 | 2011-03-01 | 2011-03-01 | +0.24% | -0.01% | -1.76% | -15.54% | -27.73% |
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.