← positive_eps_streak (all companies) · SEIC (all signals) · all methodology
positive_eps_streak on SEI INVESTMENTS CO (SEIC)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 350894 · 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 SEIC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-23 | 2026-02-23 | +1.44% | +4.14% | -0.61% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -2.42% | -3.61% | -7.58% | +3.82% | -2.71% |
| FY2023 | 2024-02-20 | 2024-02-20 | +0.08% | +1.61% | +3.80% | +3.30% | +22.67% |
| FY2022 | 2023-02-21 | 2023-02-21 | -0.18% | +0.53% | -5.36% | -2.72% | +13.40% |
| FY2021 | 2022-02-22 | 2022-02-22 | -2.65% | -2.38% | +4.14% | -5.62% | +4.67% |
| FY2020 | 2021-02-22 | 2021-02-22 | -0.05% | +0.61% | +4.16% | +7.61% | +3.71% |
| FY2019 | 2020-02-24 | 2020-02-24 | -3.96% | -13.33% | -44.64% | -23.03% | -11.65% |
| FY2018 | 2019-02-25 | 2019-02-25 | +0.08% | +0.11% | -4.63% | -0.28% | +21.88% |
| FY2017 | 2018-02-22 | 2018-02-22 | -0.14% | -1.97% | +1.90% | -11.47% | -27.53% |
| FY2016 | 2017-02-22 | 2017-02-22 | -0.06% | +1.56% | +0.59% | -1.56% | +46.87% |
| FY2015 | 2016-02-22 | 2016-02-22 | +0.71% | +0.29% | +8.88% | +27.09% | +33.27% |
| FY2014 | 2015-02-23 | 2015-02-23 | +0.21% | +1.05% | +2.72% | +11.43% | -9.89% |
| FY2013 | 2014-02-27 | 2014-02-27 | -2.10% | -1.49% | -2.36% | -5.92% | +27.13% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.60% | +0.64% | +1.85% | +8.40% | +23.69% |
| FY2011 | 2012-02-27 | 2012-02-27 | +0.20% | +0.00% | +7.99% | -9.31% | +47.25% |
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)
| 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.