← positive_eps_streak (all companies) · ORCL (all signals) · all methodology
positive_eps_streak on ORACLE CORP (ORCL)
SIC 7372 — Services-Prepackaged Software · CIK 1341439 · 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 ORCL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-06-18 | 2025-06-18 | -2.70% | +0.92% | +16.65% | +43.59% | — |
| FY2024 | 2024-06-20 | 2024-06-20 | -0.99% | -1.91% | -2.77% | +19.52% | +52.32% |
| FY2023 | 2023-06-20 | 2023-06-20 | +0.05% | -3.44% | -2.40% | -6.54% | +18.78% |
| FY2022 | 2022-06-21 | 2022-06-21 | -1.70% | +1.33% | +7.73% | +4.25% | +81.31% |
| FY2021 | 2021-06-21 | 2021-06-21 | +0.88% | +0.65% | +14.10% | +12.90% | -11.93% |
| FY2020 | 2020-06-22 | 2020-06-22 | +0.13% | -0.65% | +1.86% | +10.10% | +45.10% |
| FY2019 | 2019-06-21 | 2019-06-21 | +1.10% | +1.51% | +3.05% | -5.41% | -0.03% |
| FY2018 | 2018-06-22 | 2018-06-22 | +0.41% | -0.09% | +10.80% | +11.62% | +29.24% |
| FY2017 | 2017-06-27 | 2017-06-27 | +0.24% | -2.54% | +1.21% | -5.12% | -13.03% |
| FY2016 | 2016-06-22 | 2016-06-22 | +2.05% | +1.35% | +3.03% | -2.37% | +27.71% |
| FY2015 | 2015-06-25 | 2015-06-25 | -0.17% | -1.70% | -4.66% | -9.97% | -2.96% |
| FY2014 | 2014-06-26 | 2014-06-26 | +0.95% | +2.96% | +0.74% | -1.13% | +3.35% |
| FY2013 | 2013-06-26 | 2013-06-26 | +1.03% | +1.86% | +7.81% | +13.40% | +35.03% |
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.