← positive_eps_streak (all companies) · SPSC (all signals) · all methodology
positive_eps_streak on SPS COMMERCE INC (SPSC)
SIC 7372 — Services-Prepackaged Software · CIK 1092699 · 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 SPSC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -0.69% | -1.89% | -0.65% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | -2.14% | -7.32% | -12.29% | +1.33% | -60.49% |
| FY2023 | 2024-02-21 | 2024-02-21 | +0.36% | +1.07% | +0.94% | +7.54% | -24.27% |
| FY2022 | 2023-02-21 | 2023-02-21 | -2.30% | +0.35% | -1.12% | +5.24% | +21.87% |
| FY2021 | 2022-02-22 | 2022-02-22 | -0.94% | +2.61% | +7.88% | -20.43% | +22.97% |
| FY2020 | 2021-02-23 | 2021-02-23 | +0.13% | -5.40% | -5.67% | -12.14% | +15.46% |
| FY2019 | 2020-02-25 | 2020-02-25 | +0.13% | -0.59% | -25.93% | +14.33% | +95.79% |
| FY2018 | 2019-03-15 | 2019-03-15 | +0.74% | -1.21% | -2.27% | +0.45% | -28.62% |
| FY2017 | 2018-02-26 | 2018-02-26 | -0.67% | +3.81% | +4.02% | +17.35% | +76.40% |
| FY2016 | 2017-02-27 | 2017-02-27 | -3.18% | -5.58% | -0.89% | +1.99% | +5.81% |
| FY2015 | 2016-02-24 | 2016-02-24 | -0.43% | +3.47% | -10.33% | +18.82% | +29.36% |
| FY2014 | 2015-02-20 | 2015-02-20 | -0.86% | +1.93% | +2.14% | +0.74% | -37.06% |
| FY2013 | 2014-02-20 | 2014-02-20 | +1.98% | +7.42% | +1.28% | -19.48% | +6.13% |
| FY2012 | 2013-03-06 | 2013-03-06 | +1.19% | -1.51% | +9.89% | +40.15% | +84.16% |
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.