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positive_eps_streak on Intercontinental Exchange, Inc. (ICE)
SIC 6200 — Security & Commodity Brokers, Dealers, Exchanges & Services · CIK 1571949 · 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 ICE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-05 | 2026-02-05 | +0.42% | -10.97% | -1.25% | — | — |
| FY2024 | 2025-02-06 | 2025-02-06 | -0.51% | +0.53% | +1.53% | +4.05% | +2.22% |
| FY2023 | 2024-02-08 | 2024-02-08 | +1.02% | +2.07% | +3.39% | -1.80% | +26.01% |
| FY2022 | 2023-02-02 | 2023-02-02 | -0.62% | -0.73% | -5.40% | +0.70% | +18.81% |
| FY2021 | 2022-02-03 | 2022-02-03 | +1.46% | -0.91% | +6.11% | -11.01% | -14.09% |
| FY2020 | 2021-02-04 | 2021-02-04 | -0.31% | -2.84% | +0.37% | +1.08% | +12.88% |
| FY2019 | 2020-02-06 | 2020-02-06 | +2.80% | +4.53% | +4.36% | -0.13% | +28.33% |
| FY2018 | 2019-02-07 | 2019-02-07 | +0.81% | +0.53% | -4.04% | +7.55% | +24.22% |
| FY2017 | 2018-02-07 | 2018-02-07 | -5.26% | +0.49% | +5.06% | -0.35% | +9.05% |
| FY2016 | 2017-02-07 | 2017-02-07 | -4.82% | -2.14% | -0.90% | +1.91% | +19.46% |
| FY2015 | 2016-02-04 | 2016-02-04 | -4.02% | -5.24% | -2.88% | -0.21% | +20.47% |
| FY2014 | 2015-02-05 | 2015-02-05 | +1.27% | +3.80% | +2.02% | +0.61% | +5.86% |
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.