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positive_eps_streak on S&P Global Inc. (SPGI)
SIC 7320 — Services-Consumer Credit Reporting, Collection Agencies · CIK 64040 · 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 SPGI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | +1.65% | +6.63% | +7.66% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | -1.67% | +0.41% | -11.36% | -5.92% | -25.97% |
| FY2023 | 2024-02-09 | 2024-02-09 | -1.91% | -3.27% | -2.36% | -1.93% | +22.32% |
| FY2022 | 2023-02-10 | 2023-02-10 | +1.85% | -0.83% | -10.50% | -2.11% | +17.23% |
| FY2021 | 2022-02-08 | 2022-02-08 | +2.08% | -3.42% | -1.88% | -13.06% | -8.21% |
| FY2020 | 2021-02-09 | 2021-02-09 | +0.18% | +1.97% | +3.84% | +17.47% | +21.21% |
| FY2019 | 2020-02-10 | 2020-02-10 | -0.82% | +3.43% | -12.41% | -2.20% | +13.02% |
| FY2018 | 2019-02-13 | 2019-02-13 | -0.66% | +0.49% | +2.53% | +9.01% | +54.34% |
| FY2017 | 2018-02-09 | 2018-02-09 | +1.61% | +6.64% | +10.69% | +10.06% | +11.16% |
| FY2013 | 2014-02-07 | 2014-02-07 | -0.79% | +1.95% | +2.97% | -4.37% | +22.95% |
| FY2012 | 2013-03-20 | 2013-03-20 | +0.12% | +3.98% | +6.08% | +13.36% | +62.36% |
| FY2011 | 2012-02-07 | 2012-02-07 | +0.00% | -0.98% | +0.25% | +7.78% | -0.61% |
| FY2010 | 2011-02-23 | 2011-02-23 | +0.16% | +1.30% | +2.77% | +15.05% | +25.20% |
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.