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positive_eps_streak on Science Applications International Corp (SAIC)

SIC 7373 — Services-Computer Integrated Systems Design · CIK 1571123 · 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 SAIC

FYFiling dateEvent date1d5d20d60d252d
FY20262026-03-162026-03-16+1.64%+4.11%+1.93%
FY20242025-03-172025-03-17+1.38%-2.46%+5.39%-6.93%-12.68%
FY20232024-03-202024-03-20+0.62%+2.43%-2.72%-10.37%-13.02%
FY20222023-04-032023-04-03-2.77%-2.84%-9.25%+1.83%+18.68%
FY20212022-03-282022-03-28-4.67%-4.86%-9.52%-5.60%+13.47%
FY20202021-03-262021-03-26+2.88%+6.25%+9.55%+16.13%+16.54%
FY20192020-03-272020-03-27+2.40%-0.68%+22.47%+9.51%+16.81%
FY20182019-03-292019-03-29+0.43%-1.35%-4.10%+11.90%-2.78%
FY20172018-03-292018-03-29+1.65%+4.04%+9.77%+3.53%-0.29%
FY20162017-03-302017-03-30-0.76%-2.75%-2.22%-5.81%+8.68%
FY20152016-03-292016-03-29+0.73%+2.31%+4.01%+11.98%+67.97%

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/1571123/financials