← positive_eps_streak (all companies) · PSN (all signals) · all methodology
positive_eps_streak on PARSONS CORP (PSN)
SIC 7373 — Services-Computer Integrated Systems Design · CIK 275880 · 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 PSN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | +4.02% | +9.43% | -5.71% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | -4.81% | -9.22% | -6.50% | +4.87% | +0.69% |
| FY2023 | 2024-02-14 | 2024-02-14 | +2.71% | +9.71% | +12.42% | +8.52% | +1.51% |
| FY2022 | 2023-02-17 | 2023-02-17 | -0.27% | +1.34% | -8.83% | -0.78% | +67.83% |
| FY2021 | 2022-02-23 | 2022-02-23 | +8.09% | +13.20% | +25.46% | +16.42% | +52.28% |
| FY2020 | 2021-02-24 | 2021-02-24 | -1.39% | -3.32% | +4.13% | +9.08% | -16.34% |
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.