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positive_eps_streak on OPEN TEXT CORP (OTEX)

SIC 7373 — Services-Computer Integrated Systems Design · CIK 1002638 · 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 OTEX

FYFiling dateEvent date1d5d20d60d252d
FY20252025-08-072025-08-07+9.84%+10.31%+19.07%+37.41%
FY20242024-08-012024-08-01-6.56%-1.54%+4.59%+10.06%-2.55%
FY20232023-08-032023-08-03-9.12%-7.31%+0.08%-19.31%-27.52%
FY20222022-08-052022-08-05+0.38%+1.87%-23.25%-25.36%-2.95%
FY20212021-08-052021-08-05+0.86%+1.90%+5.73%-3.10%-23.60%
FY20202020-08-062020-08-06-0.95%-5.19%-3.21%-20.29%+15.71%
FY20192019-08-012019-08-01-8.58%-9.08%-7.95%-5.16%+8.44%
FY20182018-08-022018-08-02+4.00%+4.13%+5.63%-11.97%+1.06%
FY20172017-08-032017-08-03+3.33%-4.82%-3.01%+4.45%+19.58%
FY20162016-07-272016-07-27-5.27%-2.12%-0.88%+2.92%+9.55%
FY20152015-07-312015-07-31+0.33%+0.97%-0.48%+2.36%+37.28%
FY20142014-07-312014-07-31-1.22%-1.74%+1.84%-4.05%-17.10%
FY20132014-02-122014-02-12+1.20%+0.17%-4.50%-7.11%+19.80%
FY20122013-01-252013-01-25+1.01%-1.81%-7.98%-5.57%+62.75%
FY20112011-08-152011-08-15-3.50%+3.46%+3.41%+12.72%-1.24%
FY20102010-08-202010-08-20-0.91%+4.56%+9.57%+2.26%+28.91%

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/1002638/financials