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positive_eps_streak on ICF International, Inc. (ICFI)

SIC 8742 — Services-Management Consulting Services · CIK 1362004 · 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 ICFI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27-6.39%-8.64%-21.92%
FY20242025-02-282025-02-28-1.99%+6.80%+8.90%+9.63%-1.52%
FY20232024-02-282024-02-28+1.34%+0.77%-2.45%-6.55%-48.97%
FY20222023-03-012023-03-01+2.67%+0.31%-0.72%+1.06%+44.85%
FY20212022-02-252022-02-25-0.48%+1.10%+5.72%+5.97%+12.35%
FY20202021-02-262021-02-26+3.25%+4.97%+6.43%+8.65%+7.35%
FY20192020-02-282020-02-28+7.29%+8.58%-14.52%-16.10%+14.33%
FY20182019-02-272019-02-27+0.20%-0.11%+1.34%-2.28%+4.48%
FY20172018-02-282018-02-28+5.18%+5.61%+1.82%+18.26%+34.86%
FY20162017-02-282017-02-28-1.05%-1.98%-3.73%+8.50%+32.71%
FY20152016-03-082016-03-08+1.60%+4.66%+13.03%+32.51%+37.66%
FY20142015-02-272015-02-27+0.12%-1.81%-0.76%-14.22%-19.38%
FY20132014-02-282014-02-28-0.47%-0.15%-3.79%-8.46%+3.79%
FY20122013-03-012013-03-01+0.69%+6.72%+7.74%+20.86%+62.94%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1362004/financials