← positive_eps_streak (all companies) · PRGS (all signals) · all methodology
positive_eps_streak on PROGRESS SOFTWARE CORP /MA (PRGS)
SIC 7372 — Services-Prepackaged Software · CIK 876167 · 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 PRGS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-01-27 | 2022-01-27 | +3.54% | +0.93% | +0.20% | +9.20% | +19.56% |
| FY2020 | 2021-01-27 | 2021-01-27 | -3.09% | -2.29% | +3.60% | +10.24% | +6.38% |
| FY2019 | 2020-01-27 | 2020-01-27 | +0.30% | -1.04% | -12.59% | -18.11% | -4.92% |
| FY2014 | 2015-01-29 | 2015-01-29 | -2.87% | +0.70% | +6.01% | +1.40% | +0.39% |
| FY2013 | 2014-01-29 | 2014-01-29 | +0.71% | -0.79% | +4.76% | -8.48% | +7.73% |
| FY2012 | 2013-01-29 | 2013-01-29 | -4.32% | -4.36% | -7.04% | -11.07% | -1.48% |
| FY2011 | 2012-01-30 | 2012-01-30 | -0.13% | +1.11% | -0.56% | +0.47% | +0.47% |
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.