← positive_eps_streak (all companies) · PCYO (all signals) · all methodology
positive_eps_streak on PURE CYCLE CORP (PCYO)
SIC 4941 — Water Supply · CIK 276720 · 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 PCYO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-12 | 2025-11-12 | -1.60% | -2.14% | +5.08% | -2.23% | — |
| FY2024 | 2024-11-13 | 2024-11-13 | +11.64% | +12.16% | +17.98% | -1.97% | -5.57% |
| FY2023 | 2023-11-15 | 2023-11-15 | -2.64% | -2.35% | +6.35% | -6.74% | +24.73% |
| FY2022 | 2022-11-14 | 2022-11-14 | +11.57% | +25.50% | +28.22% | +4.84% | +20.78% |
| FY2021 | 2021-11-10 | 2021-11-10 | -1.13% | +0.50% | -7.98% | -23.05% | -45.60% |
| FY2020 | 2020-11-10 | 2020-11-10 | +1.28% | +0.89% | +6.21% | +16.17% | +57.00% |
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.