← positive_eps_streak (all companies) · SAMG (all signals) · all methodology
positive_eps_streak on Silvercrest Asset Management Group Inc. (SAMG)
SIC 6282 — Investment Advice · CIK 1549966 · 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 SAMG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-16 | 2026-03-16 | -4.95% | -2.90% | -3.89% | — | — |
| FY2024 | 2025-03-06 | 2025-03-06 | -1.26% | -3.33% | -6.53% | -16.35% | -10.10% |
| FY2023 | 2024-03-07 | 2024-03-07 | -4.04% | -10.74% | -9.83% | -3.86% | +10.16% |
| FY2022 | 2023-03-02 | 2023-03-02 | -2.08% | -2.54% | +2.40% | +7.12% | +0.48% |
| FY2021 | 2022-03-02 | 2022-03-02 | +6.61% | +7.52% | +28.75% | +21.83% | +9.63% |
| FY2020 | 2021-03-04 | 2021-03-04 | +1.21% | +4.32% | -1.34% | +8.54% | +23.69% |
| FY2019 | 2020-03-05 | 2020-03-05 | -1.41% | -21.32% | -17.90% | +2.04% | +39.79% |
| FY2018 | 2019-03-07 | 2019-03-07 | -3.19% | +1.59% | -4.43% | -6.16% | -19.98% |
| FY2017 | 2018-03-09 | 2018-03-09 | -5.33% | -0.63% | -0.63% | +8.15% | -3.56% |
| FY2016 | 2017-03-09 | 2017-03-09 | -4.85% | +4.10% | -3.36% | +0.75% | +23.29% |
| FY2015 | 2016-03-10 | 2016-03-10 | +3.19% | +2.64% | +11.39% | +11.49% | +20.65% |
| FY2014 | 2015-03-13 | 2015-03-13 | +3.06% | +4.73% | +8.16% | -5.75% | -15.10% |
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.