← positive_eps_streak (all companies) · NDAQ (all signals) · all methodology
positive_eps_streak on NASDAQ, INC. (NDAQ)
SIC 6200 — Security & Commodity Brokers, Dealers, Exchanges & Services · CIK 1120193 · 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 NDAQ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +0.58% | +3.62% | +8.25% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -1.39% | +2.11% | -6.50% | +1.44% | +1.28% |
| FY2023 | 2024-02-21 | 2024-02-21 | +0.93% | +0.50% | +9.04% | +11.46% | +44.66% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.26% | -2.10% | -7.88% | -2.91% | -0.14% |
| FY2021 | 2022-02-23 | 2022-02-23 | +1.19% | +2.31% | +3.87% | -14.66% | +3.12% |
| FY2020 | 2021-02-23 | 2021-02-23 | +1.18% | +0.21% | +5.51% | +15.07% | +21.86% |
| FY2019 | 2020-02-25 | 2020-02-25 | +0.54% | -2.08% | -25.82% | +2.53% | +28.41% |
| FY2018 | 2019-02-22 | 2019-02-22 | +1.24% | +3.31% | -5.29% | +1.90% | +31.40% |
| FY2017 | 2018-02-28 | 2018-02-28 | -1.42% | +3.96% | +3.86% | +15.21% | +16.10% |
| FY2016 | 2017-03-01 | 2017-03-01 | -1.29% | -2.01% | -4.43% | -5.10% | +12.49% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.88% | +1.71% | +1.69% | -0.06% | +13.46% |
| FY2014 | 2015-02-17 | 2015-02-17 | -0.02% | +1.46% | +2.35% | +1.97% | +28.32% |
| FY2013 | 2014-02-24 | 2014-02-24 | -0.13% | -1.97% | -2.31% | -8.31% | +31.31% |
| FY2012 | 2013-02-21 | 2013-02-21 | +1.23% | +2.19% | +3.84% | +1.31% | +27.64% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.37% | -2.17% | -0.19% | -14.65% | +20.43% |
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.