← positive_eps_streak (all companies) · IBM (all signals) · all methodology
positive_eps_streak on INTERNATIONAL BUSINESS MACHINES CORP (IBM)
SIC 3570 — Computer & office Equipment · CIK 51143 · 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 IBM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +3.58% | +6.96% | +4.91% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -0.74% | -1.76% | -3.05% | +1.88% | -3.77% |
| FY2023 | 2024-02-26 | 2024-02-26 | +0.40% | +4.85% | +2.53% | -4.85% | +42.15% |
| FY2022 | 2023-02-28 | 2023-02-28 | -0.86% | -0.81% | +0.03% | -1.47% | +49.74% |
| FY2021 | 2022-02-22 | 2022-02-22 | -1.49% | -2.07% | +4.15% | +8.58% | +10.80% |
| FY2020 | 2021-02-23 | 2021-02-23 | +2.07% | -0.31% | +8.08% | +19.95% | +12.64% |
| FY2019 | 2020-02-25 | 2020-02-25 | -1.38% | -9.04% | -25.57% | -13.20% | -8.23% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.39% | -1.32% | +0.36% | -1.25% | +4.69% |
| FY2017 | 2018-02-27 | 2018-02-27 | -0.46% | -0.53% | -2.96% | -6.56% | -7.61% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.18% | +0.31% | -2.95% | -14.36% | -9.81% |
| FY2015 | 2016-02-23 | 2016-02-23 | +0.30% | +1.49% | +11.86% | +12.36% | +41.71% |
| FY2014 | 2015-02-24 | 2015-02-24 | -1.23% | -2.31% | -1.11% | +6.22% | -16.54% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.45% | +1.75% | +6.45% | +2.32% | -8.85% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.60% | +3.71% | +6.64% | +4.43% | -5.66% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.63% | -0.36% | +4.65% | -0.52% | +4.25% |
| FY2010 | 2011-02-22 | 2011-02-22 | -1.09% | -1.22% | -2.44% | +5.71% | +21.73% |
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.