← positive_eps_streak (all companies) · MSFT (all signals) · all methodology
positive_eps_streak on MICROSOFT CORP (MSFT)
SIC 7372 — Services-Prepackaged Software · CIK 789019 · 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 MSFT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-07-30 | 2025-07-30 | +3.95% | +2.28% | -1.10% | +1.59% | — |
| FY2024 | 2024-07-30 | 2024-07-30 | -1.08% | -5.51% | -1.97% | +0.58% | +24.88% |
| FY2023 | 2023-07-27 | 2023-07-27 | +2.31% | -1.23% | -3.05% | -1.02% | +30.04% |
| FY2022 | 2022-07-28 | 2022-07-28 | +1.57% | +2.62% | +1.10% | -12.22% | +22.70% |
| FY2021 | 2021-07-29 | 2021-07-29 | -0.55% | +1.05% | +4.59% | +8.12% | -1.21% |
| FY2020 | 2020-07-31 | 2020-07-31 | +5.62% | +3.64% | +11.93% | +2.72% | +40.28% |
| FY2019 | 2019-08-01 | 2019-08-01 | -0.84% | +0.60% | +0.38% | +2.27% | +50.32% |
| FY2018 | 2018-08-03 | 2018-08-03 | +0.08% | +0.89% | +4.37% | -3.51% | +26.69% |
| FY2017 | 2017-08-02 | 2017-08-02 | -0.15% | +0.29% | +2.97% | +9.58% | +51.77% |
| FY2016 | 2016-07-28 | 2016-07-28 | +0.84% | +2.10% | +4.13% | +6.80% | +33.19% |
| FY2015 | 2015-07-31 | 2015-07-31 | +0.24% | +0.09% | -5.31% | +16.93% | +24.52% |
| FY2014 | 2014-07-31 | 2014-07-31 | -0.70% | +0.16% | +4.63% | +7.55% | +11.06% |
| FY2013 | 2013-07-30 | 2013-07-30 | -0.03% | -0.85% | +5.16% | +6.74% | +40.87% |
| FY2012 | 2012-07-26 | 2012-07-26 | +2.06% | +0.10% | +4.46% | -1.13% | +12.55% |
| FY2011 | 2011-07-28 | 2011-07-28 | -1.15% | -6.42% | -10.80% | -1.40% | +10.29% |
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.