← positive_eps_streak (all companies) · PYPL (all signals) · all methodology
positive_eps_streak on PayPal Holdings, Inc. (PYPL)
SIC 7389 — Services-Business Services, NEC · CIK 1633917 · 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 PYPL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-03 | 2026-02-03 | -1.61% | -0.50% | +12.45% | — | — |
| FY2024 | 2025-02-04 | 2025-02-04 | +1.90% | -1.95% | -10.58% | -15.84% | -48.55% |
| FY2023 | 2024-02-08 | 2024-02-08 | +4.95% | +6.36% | +5.13% | +16.89% | +35.77% |
| FY2022 | 2023-02-10 | 2023-02-10 | -1.67% | -7.60% | -10.14% | -18.43% | -27.90% |
| FY2021 | 2022-02-03 | 2022-02-03 | +1.43% | -4.25% | -19.62% | -26.36% | -33.77% |
| FY2020 | 2021-02-05 | 2021-02-05 | +4.72% | +10.74% | -16.09% | -7.16% | -53.21% |
| FY2019 | 2020-02-06 | 2020-02-06 | -0.84% | +0.52% | -7.51% | +3.14% | +124.74% |
| FY2018 | 2019-02-07 | 2019-02-07 | +1.12% | +3.93% | +5.33% | +22.01% | +30.85% |
| FY2017 | 2018-02-07 | 2018-02-07 | -4.33% | +2.22% | +5.66% | -2.12% | +21.54% |
| FY2016 | 2017-02-08 | 2017-02-08 | -0.12% | +2.42% | +4.99% | +20.60% | +76.91% |
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.