← positive_eps_streak (all companies) · INTU (all signals) · all methodology

positive_eps_streak on INTUIT INC. (INTU)

SIC 7372 — Services-Prepackaged Software · CIK 896878 · 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 INTU

FYFiling dateEvent date1d5d20d60d252d
FY20252025-09-032025-09-03-0.06%-1.86%+1.62%-5.74%
FY20242024-09-042024-09-04-0.26%+3.34%-2.54%+2.27%+8.49%
FY20232023-09-012023-09-01+0.18%-0.05%-5.79%+2.99%+14.06%
FY20222022-09-022022-09-02-0.31%+8.41%-5.54%-9.43%+32.14%
FY20212021-09-082021-09-08+0.03%+0.80%-5.81%+18.57%-22.22%
FY20202020-08-312020-08-31+0.52%-7.11%-6.30%+0.12%+64.89%
FY20192019-08-302019-08-30-1.44%-4.32%-7.77%-10.67%+20.72%
FY20182018-08-312018-08-31+0.58%+2.39%+3.76%-9.24%+31.50%
FY20172017-09-012017-09-01-0.25%+0.52%-0.11%+10.09%+57.02%
FY20162016-09-012016-09-01-0.24%-2.75%-2.07%+3.32%+27.78%
FY20152015-09-012015-09-01+2.06%+3.02%+5.53%+19.12%+34.11%
FY20142014-09-122014-09-12-0.44%+3.25%-4.26%+11.49%+6.91%
FY20132013-09-132013-09-13-0.06%+1.35%+1.78%+13.14%+28.10%
FY20122012-09-132012-09-13+0.52%-1.92%-0.31%+1.07%+11.76%
FY20112011-09-142011-09-14+1.98%+0.42%+9.85%+11.03%+27.69%

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/896878/financials