← positive_eps_streak (all companies) · SCHW (all signals) · all methodology
positive_eps_streak on SCHWAB CHARLES CORP (SCHW)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 316709 · 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 SCHW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +2.28% | +0.72% | -0.38% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -0.34% | -2.49% | +1.83% | +11.30% | +22.45% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.06% | +3.15% | +11.11% | +22.47% | +23.85% |
| FY2022 | 2023-02-24 | 2023-02-24 | -3.37% | -3.96% | -33.92% | -35.18% | -17.47% |
| FY2021 | 2022-02-24 | 2022-02-24 | +4.23% | -1.90% | +10.53% | -22.85% | -4.18% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.08% | +0.81% | -0.50% | +10.06% | +29.31% |
| FY2019 | 2020-02-26 | 2020-02-26 | +1.18% | -10.28% | -17.50% | -19.38% | +55.05% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.35% | +1.39% | -9.47% | -5.31% | -3.59% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.36% | +0.04% | +2.63% | +13.86% | -10.62% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.32% | +2.40% | -2.59% | -7.04% | +28.86% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.73% | +12.92% | +18.37% | +22.60% | +75.73% |
| FY2014 | 2015-02-23 | 2015-02-23 | +1.05% | +2.24% | +1.36% | +7.76% | -17.57% |
| FY2013 | 2014-02-24 | 2014-02-24 | -1.02% | -2.53% | +7.16% | -6.27% | +13.39% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.45% | -1.97% | +4.84% | +15.22% | +60.36% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.30% | +2.22% | +11.09% | -5.94% | +23.46% |
| FY2010 | 2011-02-25 | 2011-02-25 | +0.32% | -1.32% | -4.34% | -8.79% | -27.44% |
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.