← positive_eps_streak (all companies) · SLP (all signals) · all methodology
positive_eps_streak on Simulations Plus, Inc. (SLP)
SIC 7373 — Services-Computer Integrated Systems Design · CIK 1023459 · 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 SLP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-10-30 | 2024-10-30 | -5.09% | +7.46% | +10.95% | +17.85% | -40.93% |
| FY2023 | 2023-10-27 | 2023-10-27 | -0.24% | +7.45% | +15.99% | +15.25% | -12.01% |
| FY2022 | 2022-10-28 | 2022-10-28 | -2.56% | -10.78% | -6.69% | -6.55% | -16.70% |
| FY2021 | 2021-10-27 | 2021-10-27 | +5.45% | +15.43% | +10.74% | -6.60% | -11.74% |
| FY2020 | 2020-11-16 | 2020-11-16 | -8.25% | -18.13% | -11.70% | +25.85% | -15.09% |
| FY2019 | 2019-11-13 | 2019-11-13 | +5.39% | +7.86% | +0.82% | +14.73% | +118.88% |
| FY2018 | 2018-11-14 | 2018-11-14 | +0.69% | -6.94% | -5.65% | -1.28% | +74.39% |
| FY2017 | 2017-11-14 | 2017-11-14 | -7.08% | -1.47% | -5.60% | -7.92% | +20.54% |
| FY2016 | 2016-11-14 | 2016-11-14 | +0.56% | +7.82% | +6.15% | +11.18% | +92.41% |
| FY2015 | 2015-11-20 | 2015-11-20 | -1.67% | -0.56% | +2.67% | +9.19% | +9.88% |
| FY2014 | 2014-11-28 | 2014-11-28 | -0.79% | -0.16% | +6.60% | -0.98% | +44.59% |
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.