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positive_eps_streak on INSPERITY, INC. (NSP)

SIC 7363 — Services-Help Supply Services · CIK 1000753 · 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 NSP

FYFiling dateEvent date1d5d20d60d252d
FY20242025-02-112025-02-11-0.48%+1.63%+2.56%-21.85%-68.31%
FY20232024-02-092024-02-09-1.10%+0.04%+5.27%+10.10%-9.39%
FY20222023-02-102023-02-10+0.65%+6.43%-0.32%-2.34%-20.23%
FY20212022-02-112022-02-11+2.58%-1.97%+1.27%+10.61%+32.23%
FY20202021-02-122021-02-12-3.56%+0.68%+12.17%+5.96%+17.66%
FY20192020-02-122020-02-12+1.94%+1.51%-29.42%-23.71%+27.70%
FY20182019-02-112019-02-11-5.80%-1.69%-6.22%-10.97%-31.70%
FY20172018-02-122018-02-12+0.49%+4.40%+13.63%+40.62%+101.21%
FY20162017-02-132017-02-13+2.05%+1.08%+6.88%-0.67%+52.78%
FY20152016-02-122016-02-12+5.29%+0.04%+10.17%+46.81%+85.17%
FY20142015-02-102015-02-10+3.23%+13.04%+22.41%+19.27%-2.42%
FY20132014-02-102014-02-10-14.14%-11.72%-9.12%-2.86%+52.79%
FY20122013-02-112013-02-11-0.14%+1.81%+0.07%+0.70%-2.63%
FY20112012-02-142012-02-14+1.01%-0.75%-4.44%-14.52%-5.40%

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/1000753/financials