← positive_eps_streak (all companies) · PAYC (all signals) · all methodology
positive_eps_streak on Paycom Software, Inc. (PAYC)
SIC 7372 — Services-Prepackaged Software · CIK 1590955 · 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 PAYC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -4.98% | +7.51% | +3.12% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -0.62% | +0.91% | +0.66% | +21.65% | -46.25% |
| FY2023 | 2024-02-15 | 2024-02-15 | -1.83% | -5.00% | -2.21% | -10.26% | +12.12% |
| FY2022 | 2023-02-16 | 2023-02-16 | -1.16% | -4.56% | -9.92% | -11.62% | -37.89% |
| FY2021 | 2022-02-17 | 2022-02-17 | -2.79% | +2.42% | +9.55% | -14.62% | -9.52% |
| FY2020 | 2021-02-18 | 2021-02-18 | -0.35% | -8.28% | -9.01% | -18.74% | -14.21% |
| FY2019 | 2020-02-13 | 2020-02-13 | +3.67% | -0.96% | -25.28% | -9.56% | +36.17% |
| FY2018 | 2019-02-14 | 2019-02-14 | +2.29% | +3.31% | +2.00% | +10.58% | +76.27% |
| FY2017 | 2018-02-14 | 2018-02-14 | +3.18% | +4.38% | +19.27% | +16.62% | +98.16% |
| FY2016 | 2017-02-21 | 2017-02-21 | +0.83% | +1.36% | +3.31% | +19.00% | +80.04% |
| FY2015 | 2016-02-22 | 2016-02-22 | +0.14% | +8.92% | +16.33% | +34.61% | +81.45% |
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.