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positive_eps_streak on Grand Canyon Education, Inc. (LOPE)

SIC 8200 — Services-Educational Services · CIK 1434588 · 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 LOPE

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18-7.86%-6.49%-2.25%
FY20242025-02-192025-02-19+1.77%-2.52%-7.36%+6.37%-14.51%
FY20232024-02-132024-02-13+1.81%-1.06%+2.10%+14.60%+41.05%
FY20222023-02-162023-02-16+3.01%+0.09%-4.58%-5.64%+13.02%
FY20212022-02-162022-02-16+3.65%+9.00%+20.17%+10.39%+48.97%
FY20202021-02-172021-02-17+3.81%+4.67%+6.55%-9.55%-22.52%
FY20192020-02-202020-02-20+2.01%-0.35%-25.83%+16.61%+34.28%
FY20182019-02-202019-02-20+21.40%+17.61%+16.06%+18.58%-15.37%
FY20172018-02-212018-02-21+8.49%+6.78%+14.81%+19.80%+27.69%
FY20162017-02-162017-02-16+6.71%+5.49%+20.82%+34.97%+62.38%
FY20152016-02-172016-02-17+13.71%+14.15%+24.53%+23.82%+72.47%
FY20142015-02-182015-02-18+3.41%+2.27%+0.77%-6.01%-15.77%
FY20132014-02-202014-02-20+0.98%+4.92%+5.88%-1.42%+2.06%
FY20122013-02-192013-02-19+3.21%-6.89%-6.18%+22.57%+76.33%

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/1434588/financials