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positive_eps_streak on QUALYS, INC. (QLYS)

SIC 7372 — Services-Prepackaged Software · CIK 1107843 · 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 QLYS

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-6.49%-0.21%+4.08%
FY20242025-02-212025-02-21-1.34%-3.48%-6.08%+0.51%-36.25%
FY20232024-02-222024-02-22+0.98%+6.16%+2.90%-9.12%-18.20%
FY20222023-02-232023-02-23-1.36%+0.62%+2.55%+0.39%+37.80%
FY20212022-02-222022-02-22-1.61%+11.10%+24.66%+2.27%+6.34%
FY20202021-02-222021-02-22-0.42%-0.01%+5.83%-2.04%+15.08%
FY20192020-02-212020-02-21-3.03%-12.51%-11.34%+18.67%+8.86%
FY20182019-02-272019-02-27-2.59%-4.71%-6.08%+5.03%-9.52%
FY20172018-02-232018-02-23+1.40%+3.06%-2.79%+1.73%+11.99%
FY20162017-02-242017-02-24-1.50%-4.64%-2.59%+17.33%+108.05%
FY20152016-02-262016-02-26-0.56%+4.94%-1.75%+18.08%+43.77%
FY20142015-03-062015-03-06-4.32%-8.24%+1.85%-16.10%-45.18%
FY20132014-02-282014-02-28+1.70%+1.29%-7.82%-7.64%+75.25%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1107843/financials