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positive_eps_streak on JACOBS SOLUTIONS INC. (J)

SIC 1600 — Heavy Construction Other Than Bldg Const - Contractors · CIK 52988 · 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 J

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-202025-11-20-0.31%+4.37%+4.04%+8.11%
FY20242024-11-252024-11-25+1.00%-0.93%-2.37%-8.50%-1.55%
FY20232023-11-212023-11-21-0.90%+0.90%+0.85%+16.22%+30.67%
FY20222022-11-212022-11-21+0.96%+0.37%-3.35%-0.35%+2.20%
FY20212021-11-232021-11-23+3.09%-3.63%-6.53%-16.91%-14.15%
FY20202020-11-242020-11-24-1.10%-0.60%-0.63%+8.09%+38.94%
FY20192019-11-252019-11-25+0.79%-2.34%-1.30%+12.57%+19.53%
FY20182018-11-212018-11-21-0.80%-0.17%-14.25%+13.39%+44.44%
FY20172017-11-212017-11-21-0.12%-0.05%+2.36%-3.46%+1.44%
FY20162016-11-222016-11-22+4.00%+4.53%-1.45%-1.65%+10.40%
FY20152015-11-242015-11-24-1.64%+0.39%-1.39%-13.05%+40.30%
FY20142014-11-242014-11-24+1.73%-1.96%-6.29%-6.97%-7.45%
FY20132013-11-222013-11-22-1.30%-1.03%+1.71%+0.02%-20.94%
FY20122012-11-202012-11-20+0.94%+2.99%+7.94%+27.54%+52.51%
FY20112011-11-212011-11-21-0.18%+0.40%+1.49%+14.82%+1.79%
FY20102010-11-232010-11-23+1.59%+0.85%+18.74%+32.15%+1.51%

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/52988/financials