← positive_eps_streak (all companies) · HLI (all signals) · all methodology
positive_eps_streak on HOULIHAN LOKEY, INC. (HLI)
SIC 6282 — Investment Advice · CIK 1302215 · 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 HLI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-15 | 2025-05-15 | +0.40% | -3.86% | -4.50% | +7.76% | — |
| FY2023 | 2024-05-21 | 2024-05-21 | -1.38% | -2.92% | -2.09% | +12.54% | +28.71% |
| FY2022 | 2023-05-25 | 2023-05-25 | +1.57% | +4.28% | +9.88% | +15.51% | +57.14% |
| FY2021 | 2022-05-27 | 2022-05-27 | +0.03% | +0.18% | -3.81% | -5.43% | +4.09% |
| FY2020 | 2021-05-21 | 2021-05-21 | +0.31% | +0.96% | +5.66% | +19.51% | +15.33% |
| FY2019 | 2020-05-15 | 2020-05-15 | +3.80% | -3.55% | -6.30% | -7.66% | +22.13% |
| FY2018 | 2019-05-24 | 2019-05-24 | +0.02% | -2.82% | -3.73% | -6.10% | +29.86% |
| FY2017 | 2018-05-25 | 2018-05-25 | -1.30% | -1.55% | +3.22% | -4.20% | -6.60% |
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.