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positive_eps_streak on OPPENHEIMER HOLDINGS INC (OPY)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 791963 · 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 OPY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -4.46% | -2.05% | -1.43% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +0.95% | -3.58% | -6.73% | -1.87% | +41.53% |
| FY2023 | 2024-03-01 | 2024-03-01 | -0.88% | +1.24% | +1.68% | +18.64% | +66.33% |
| FY2022 | 2023-02-28 | 2023-02-28 | -0.98% | -0.86% | -12.41% | -15.13% | -11.74% |
| FY2021 | 2022-02-28 | 2022-02-28 | -2.20% | -3.15% | +1.60% | -23.37% | +2.73% |
| FY2020 | 2021-03-01 | 2021-03-01 | -1.96% | +2.46% | -2.14% | +20.66% | +11.13% |
| FY2019 | 2020-03-02 | 2020-03-02 | -2.57% | -16.62% | -18.62% | -11.54% | +68.93% |
| FY2015 | 2016-03-04 | 2016-03-04 | +0.13% | -2.59% | -5.06% | +0.31% | +8.42% |
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.