← positive_eps_streak (all companies) · SSTK (all signals) · all methodology
positive_eps_streak on Shutterstock, Inc. (SSTK)
SIC 7374 — Services-Computer Processing & Data Preparation · CIK 1549346 · 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 SSTK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | -0.99% | +3.81% | +13.38% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -0.04% | -8.51% | -14.34% | -20.22% | -20.18% |
| FY2023 | 2024-02-26 | 2024-02-26 | +1.79% | +7.15% | +2.28% | -12.22% | -51.18% |
| FY2022 | 2023-02-14 | 2023-02-14 | +2.96% | -1.97% | -9.09% | -31.53% | -36.67% |
| FY2021 | 2022-02-10 | 2022-02-10 | +3.06% | +6.90% | +1.38% | -25.55% | -8.91% |
| FY2020 | 2021-02-11 | 2021-02-11 | +0.76% | +11.68% | +8.40% | -4.56% | +1.23% |
| FY2019 | 2020-02-13 | 2020-02-13 | +1.26% | +1.26% | -16.29% | -8.98% | +115.20% |
| FY2018 | 2019-02-26 | 2019-02-26 | -3.76% | -3.51% | -4.90% | -19.50% | -15.60% |
| FY2017 | 2018-02-22 | 2018-02-22 | +8.50% | +6.62% | +8.59% | -0.86% | +0.56% |
| FY2016 | 2017-02-27 | 2017-02-27 | +1.37% | -3.42% | -4.67% | +5.37% | +16.18% |
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.