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positive_eps_streak on Meta Platforms, Inc. (META)
SIC 7370 — Services-Computer Programming, Data Processing, Etc. · CIK 1326801 · 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 META
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-29 | 2026-01-29 | -2.95% | -9.22% | -12.21% | — | — |
| FY2024 | 2025-01-30 | 2025-01-30 | +0.32% | +3.64% | -2.74% | -19.91% | +3.15% |
| FY2023 | 2024-02-02 | 2024-02-02 | -3.28% | -1.45% | +5.00% | -9.34% | +48.96% |
| FY2022 | 2023-02-02 | 2023-02-02 | -1.19% | -5.75% | -1.86% | +28.82% | +143.37% |
| FY2021 | 2022-02-03 | 2022-02-03 | -0.28% | -4.08% | -15.86% | -11.20% | -21.74% |
| FY2020 | 2021-01-28 | 2021-01-28 | -2.52% | +0.56% | -2.78% | +14.35% | +11.18% |
| FY2019 | 2020-01-30 | 2020-01-30 | -3.64% | +0.63% | -8.14% | -10.51% | +23.29% |
| FY2018 | 2019-01-31 | 2019-01-31 | -0.59% | -0.19% | -2.65% | +16.85% | +21.13% |
| FY2017 | 2018-02-01 | 2018-02-01 | -1.46% | -11.14% | -8.53% | -10.92% | -12.35% |
| FY2016 | 2017-02-03 | 2017-02-03 | +0.82% | +2.45% | +4.92% | +16.64% | +38.39% |
| FY2015 | 2016-01-28 | 2016-01-28 | +2.84% | +1.26% | -1.09% | +0.91% | +21.14% |
| FY2014 | 2015-01-29 | 2015-01-29 | -2.68% | -3.06% | +1.24% | +5.01% | +43.86% |
| FY2013 | 2014-01-31 | 2014-01-31 | -1.74% | +2.80% | +7.74% | -7.06% | +19.85% |
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.