← positive_eps_streak (all companies) · PRLB (all signals) · all methodology
positive_eps_streak on Proto Labs Inc (PRLB)
SIC 3440 — Fabricated Structural Metal Products · CIK 1443669 · 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 PRLB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -3.24% | -5.03% | -14.72% | — | — |
| FY2021 | 2022-02-18 | 2022-02-18 | -1.39% | +0.29% | -5.39% | -21.15% | -42.61% |
| FY2020 | 2021-02-19 | 2021-02-19 | -5.32% | -16.55% | -29.03% | -46.08% | -67.31% |
| FY2019 | 2020-02-26 | 2020-02-26 | -2.79% | -4.20% | -20.12% | +35.73% | +56.44% |
| FY2018 | 2019-02-22 | 2019-02-22 | +0.67% | -2.22% | -10.83% | -4.67% | -14.30% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.82% | -3.75% | +2.55% | +5.22% | -3.53% |
| FY2016 | 2017-02-22 | 2017-02-22 | -1.88% | +0.81% | -9.04% | +12.89% | +106.62% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.08% | +13.64% | +16.11% | -6.14% | -14.08% |
| FY2014 | 2015-02-27 | 2015-02-27 | +2.04% | -0.70% | -1.21% | -3.49% | -8.46% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.69% | -5.17% | -13.98% | -12.98% | -6.89% |
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.