← positive_eps_streak (all companies) · PTC (all signals) · all methodology
positive_eps_streak on PTC INC. (PTC)
SIC 7372 — Services-Prepackaged Software · CIK 857005 · 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 PTC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-21 | 2025-11-21 | -1.14% | +1.60% | +4.03% | -9.85% | — |
| FY2024 | 2024-11-14 | 2024-11-14 | -0.58% | +0.86% | +3.96% | -12.13% | -9.44% |
| FY2023 | 2023-11-20 | 2023-11-20 | +0.32% | -0.70% | +10.57% | +14.56% | +21.19% |
| FY2022 | 2022-11-15 | 2022-11-15 | -1.65% | -5.34% | -3.57% | +1.35% | +15.77% |
| FY2015 | 2015-11-23 | 2015-11-23 | +0.33% | -0.80% | -5.99% | -16.06% | +32.48% |
| FY2011 | 2011-11-23 | 2011-11-23 | -2.00% | +8.52% | -1.58% | +38.30% | +4.21% |
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.