← positive_eps_streak (all companies) · IBKR (all signals) · all methodology
positive_eps_streak on Interactive Brokers Group, Inc. (IBKR)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 1381197 · 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 IBKR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +0.67% | -6.31% | -9.82% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +0.57% | -6.67% | -16.85% | +1.65% | +41.77% |
| FY2023 | 2024-02-27 | 2024-02-27 | +1.40% | +2.45% | +3.04% | +16.89% | +92.28% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.08% | +3.42% | -10.77% | -12.26% | +24.58% |
| FY2021 | 2022-02-25 | 2022-02-25 | -3.30% | -14.26% | -3.57% | -15.91% | +26.54% |
| FY2020 | 2021-03-01 | 2021-03-01 | -1.29% | -1.19% | -5.51% | -12.84% | -13.29% |
| FY2019 | 2020-02-28 | 2020-02-28 | +6.13% | -6.07% | -18.94% | -20.68% | +51.35% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.58% | -2.93% | -6.17% | -3.20% | -6.73% |
| FY2017 | 2018-03-01 | 2018-03-01 | +2.05% | +7.52% | +1.17% | +17.03% | -17.49% |
| FY2016 | 2017-02-28 | 2017-02-28 | +4.60% | +1.61% | -5.28% | -5.07% | +90.65% |
| FY2015 | 2016-02-29 | 2016-02-29 | +4.36% | +13.52% | +14.37% | +14.14% | +8.59% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.61% | -0.34% | +3.79% | +9.37% | +10.04% |
| FY2013 | 2014-03-03 | 2014-03-03 | +3.86% | +3.35% | -0.46% | +5.69% | +51.81% |
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.