← positive_eps_streak (all companies) · KELYA (all signals) · all methodology
positive_eps_streak on KELLY SERVICES INC (KELYA)
SIC 7363 — Services-Help Supply Services · CIK 55135 · 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 KELYA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-13 | 2020-02-13 | -2.13% | -5.50% | -37.08% | -36.74% | +2.63% |
| FY2018 | 2019-02-14 | 2019-02-14 | +3.47% | +2.76% | -10.36% | -0.60% | -16.47% |
| FY2017 | 2018-02-20 | 2018-02-20 | +2.79% | +2.67% | +3.14% | -23.67% | -13.44% |
| FY2016 | 2017-02-17 | 2017-02-17 | -1.09% | -1.80% | +0.80% | +8.47% | +35.48% |
| FY2015 | 2016-02-18 | 2016-02-18 | +0.18% | +2.46% | +6.79% | +14.61% | +33.47% |
| FY2014 | 2015-02-12 | 2015-02-12 | +0.06% | -1.44% | -0.11% | -7.02% | -7.60% |
| FY2013 | 2014-02-13 | 2014-02-13 | -1.50% | +0.87% | +2.63% | -17.32% | -24.19% |
| FY2012 | 2013-02-14 | 2013-02-14 | +1.28% | +2.98% | +8.24% | -2.11% | +39.47% |
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.