← positive_eps_streak (all companies) · SSNC (all signals) · all methodology

positive_eps_streak on SS&C Technologies Holdings Inc (SSNC)

SIC 7372 — Services-Prepackaged Software · CIK 1402436 · 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 SSNC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-0.33%+0.28%-10.77%
FY20242025-03-032025-03-03-2.19%-6.05%-5.32%-8.49%-13.65%
FY20232024-02-282024-02-28+0.89%-0.92%+2.14%-1.96%+41.45%
FY20222023-02-282023-02-28+0.03%-0.95%-7.31%-5.62%+10.36%
FY20212022-02-252022-02-25-0.53%+0.40%+2.20%-17.73%-21.03%
FY20202021-02-252021-02-25-1.47%-4.92%-0.54%+9.72%+10.89%
FY20192020-02-282020-02-28+3.84%-5.46%-23.62%+3.93%+21.69%
FY20182019-03-012019-03-01-0.78%-3.07%+1.99%-8.74%-6.95%
FY20172018-02-282018-02-28-0.36%+6.00%+4.08%+1.31%+26.88%
FY20162017-02-282017-02-28+1.57%+1.83%+1.48%+5.63%+42.35%
FY20152016-02-292016-02-29+4.84%+5.88%+8.94%+4.43%+21.35%
FY20142015-02-262015-02-26-1.56%+2.26%-0.23%-2.53%-2.58%
FY20132014-02-272014-02-27-0.13%+5.81%+1.27%+8.55%+57.38%
FY20122013-03-012013-03-01+2.17%+9.14%+16.48%+26.01%+51.68%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1402436/financials