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positive_eps_streak on PITNEY BOWES INC /DE/ (PBI)
SIC 3579 — Office Machines, NEC · CIK 78814 · 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 PBI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-20 | 2020-02-20 | -1.79% | -14.87% | -25.64% | -45.90% | +130.59% |
| FY2018 | 2019-02-20 | 2019-02-20 | -0.71% | +5.51% | -6.50% | -29.66% | -42.25% |
| FY2017 | 2018-02-22 | 2018-02-22 | +2.93% | +1.63% | -3.58% | -25.57% | -34.08% |
| FY2016 | 2017-02-22 | 2017-02-22 | -0.14% | -0.22% | -9.69% | +7.52% | -5.55% |
| FY2015 | 2016-02-22 | 2016-02-22 | +0.11% | +2.32% | +19.99% | +2.54% | -18.54% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.74% | +0.74% | +4.17% | +0.00% | -20.09% |
| FY2013 | 2014-02-21 | 2014-02-21 | -1.71% | +1.35% | +0.52% | +6.73% | -4.93% |
| FY2012 | 2013-02-25 | 2013-02-25 | +0.78% | +5.36% | +16.55% | +19.48% | +101.94% |
| FY2011 | 2012-02-23 | 2012-02-23 | +1.12% | +2.30% | +1.85% | -25.50% | -18.63% |
| FY2010 | 2011-02-28 | 2011-02-28 | -1.67% | -2.58% | +0.00% | -2.89% | -22.78% |
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.