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positive_eps_streak on INSIGHT ENTERPRISES INC (NSIT)

SIC 5961 — Retail-Catalog & Mail-Order Houses · CIK 932696 · 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 NSIT

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+0.44%+0.90%-4.58%
FY20242025-02-142025-02-14+1.44%-6.98%-6.47%-16.38%-49.92%
FY20232024-02-222024-02-22+0.36%+1.74%+1.25%+11.91%-16.68%
FY20222023-02-162023-02-16+1.15%+2.39%+6.96%-4.15%+41.56%
FY20212022-02-182022-02-18-0.44%+4.17%+9.57%+0.90%+29.47%
FY20202021-02-172021-02-17-1.16%+1.06%+16.54%+18.80%+16.29%
FY20192020-02-212020-02-21-0.65%-5.86%-38.33%-15.79%+40.87%
FY20182019-02-222019-02-22-0.17%-1.48%-3.42%-5.57%+1.47%
FY20172018-02-262018-02-26-1.30%-1.16%-3.84%+27.45%+55.16%
FY20162017-02-172017-02-17-1.17%-1.66%-4.07%-2.32%-20.62%
FY20152016-02-192016-02-19-1.47%+1.47%+11.29%-3.33%+72.00%
FY20142015-02-202015-02-20-1.19%+0.77%+9.12%+12.49%-2.38%
FY20132014-02-212014-02-21+0.04%+0.97%+9.93%+23.90%+13.31%
FY20122013-02-222013-02-22-2.09%+0.25%+5.05%-4.33%+16.06%

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/932696/financials