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positive_eps_streak on PEGASYSTEMS INC (PEGA)
SIC 7374 — Services-Computer Processing & Data Preparation · CIK 1013857 · 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 PEGA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-10 | 2026-02-10 | -11.85% | +3.83% | +1.30% | — | — |
| FY2018 | 2019-02-20 | 2019-02-20 | +7.51% | +10.60% | +8.67% | +21.33% | +71.70% |
| FY2017 | 2018-02-26 | 2018-02-26 | +4.76% | +3.88% | +8.02% | +6.13% | +16.06% |
| FY2016 | 2017-02-24 | 2017-02-24 | -1.04% | +1.85% | -3.24% | +31.30% | +31.52% |
| FY2015 | 2016-02-25 | 2016-02-25 | +7.53% | +9.91% | +5.71% | +10.95% | +87.93% |
| FY2014 | 2015-02-26 | 2015-02-26 | -14.51% | -13.43% | -7.78% | -2.89% | +7.88% |
| FY2013 | 2014-02-25 | 2014-02-25 | -10.19% | -5.68% | -20.78% | -9.99% | +2.22% |
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.