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positive_eps_streak on NETWORK-1 TECHNOLOGIES, INC. (NTIP)

SIC 6794 — Patent Owners & Lessors · CIK 1065078 · 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 NTIP

FYFiling dateEvent date1d5d20d60d252d
FY20182019-03-292019-03-29+1.92%+0.00%-3.08%-5.00%-12.41%
FY20172018-04-022018-04-02-1.89%-1.89%+4.91%+9.43%+4.98%
FY20162017-03-202017-03-20-2.00%-6.00%-6.00%-18.40%-45.24%
FY20152016-03-302016-03-30-2.05%+5.13%+20.51%+41.03%+146.93%
FY20142015-03-052015-03-05+0.00%+0.00%-1.75%-1.75%-15.72%
FY20132014-03-212014-03-21+0.00%-7.34%-5.08%+10.17%+24.86%

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/1065078/financials