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positive_eps_streak on SLM Corp (SLM)
SIC 6141 — Personal Credit Institutions · CIK 1032033 · 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 SLM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -3.46% | -8.67% | -15.76% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -4.21% | -5.96% | -6.33% | +5.65% | -36.93% |
| FY2023 | 2024-02-22 | 2024-02-22 | -0.10% | +5.79% | +10.38% | +8.04% | +55.64% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.76% | -2.35% | -20.33% | +6.64% | +39.34% |
| FY2021 | 2022-02-24 | 2022-02-24 | +4.55% | -2.43% | -4.43% | -7.69% | -22.83% |
| FY2020 | 2021-02-25 | 2021-02-25 | +5.27% | +6.80% | +13.62% | +31.18% | +28.90% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.69% | -3.50% | -29.02% | -26.22% | +55.65% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.36% | -4.09% | -9.80% | -11.80% | -4.95% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.73% | +1.00% | -3.56% | +6.11% | +1.64% |
| FY2016 | 2017-02-24 | 2017-02-24 | +2.09% | +0.00% | -2.26% | -8.86% | -6.69% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.85% | +8.74% | +6.72% | +4.03% | +105.21% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.21% | +0.21% | -5.27% | +9.69% | -37.30% |
| FY2013 | 2014-02-19 | 2014-02-19 | -1.27% | -0.67% | +6.39% | +5.08% | +9.36% |
| FY2012 | 2013-02-26 | 2013-02-26 | +2.11% | +6.10% | +9.56% | +23.65% | +29.49% |
| FY2011 | 2012-02-27 | 2012-02-27 | -0.25% | -0.77% | +1.15% | -16.98% | +21.70% |
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.