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positive_eps_streak on PIPER SANDLER COMPANIES (PIPR)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 1230245 · 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 PIPR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -6.63% | -3.33% | -3.35% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +2.87% | -7.83% | -8.68% | -10.26% | +10.26% |
| FY2023 | 2024-02-26 | 2024-02-26 | +1.61% | +4.27% | +6.08% | +17.77% | +54.97% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.78% | -1.50% | -9.46% | -12.74% | +27.11% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.46% | -5.05% | -9.50% | -14.93% | +6.64% |
| FY2020 | 2021-02-25 | 2021-02-25 | +0.31% | +3.79% | +5.96% | +20.84% | +44.35% |
| FY2015 | 2016-02-25 | 2016-02-25 | +2.71% | +10.21% | +14.88% | -0.22% | +77.33% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.74% | -2.18% | -4.15% | -13.27% | -23.79% |
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.