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positive_eps_streak on SCANSOURCE, INC. (SCSC)

SIC 5045 — Wholesale-Computers & Peripheral Equipment & Software · CIK 918965 · 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 SCSC

FYFiling dateEvent date1d5d20d60d252d
FY20252025-08-212025-08-21+11.83%+10.67%+9.75%+2.00%
FY20242024-08-272024-08-27+8.35%+0.94%-0.67%+2.59%-8.87%
FY20232023-08-222023-08-22+14.09%+16.42%+8.07%+17.35%+72.21%
FY20192019-08-222019-08-22-3.06%-7.38%-1.85%+14.63%-19.25%
FY20182018-08-282018-08-28-12.75%-5.33%-6.03%-13.28%-34.00%
FY20172017-08-292017-08-29-2.69%-5.26%+11.67%-8.21%-3.46%
FY20162016-08-292016-08-29-16.90%-16.90%-15.43%-13.72%-8.69%
FY20152015-08-272015-08-27+3.91%+1.64%-0.50%+3.83%+17.12%
FY20142014-08-282014-08-28+0.21%+0.36%-8.71%-0.34%-2.68%
FY20132013-08-262013-08-26-5.82%-7.35%+2.06%+22.13%+15.95%
FY20122012-08-242012-08-24+0.71%+1.82%+10.61%-1.99%+7.07%

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/918965/financials