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positive_eps_streak on Synchrony Financial (SYF)

SIC 6199 — Finance Services · CIK 1601712 · 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 SYF

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-062026-02-06-1.61%-5.03%-10.70%
FY20242025-02-072025-02-07-2.92%-3.38%-22.51%-20.44%+11.49%
FY20232024-02-082024-02-08-0.39%+2.49%+8.38%+19.59%+71.04%
FY20222023-02-092023-02-09+0.50%-1.63%-11.34%-23.80%+12.45%
FY20212022-02-102022-02-10-0.77%-1.07%-20.60%-15.60%-13.93%
FY20202021-02-112021-02-11-0.35%+2.15%+14.54%+24.06%+20.67%
FY20192020-02-132020-02-13-0.21%-1.45%-28.65%-46.99%+13.82%
FY20182019-02-152019-02-15+0.03%+0.25%+4.69%+10.19%+7.46%
FY20172018-02-222018-02-22+2.26%-1.32%-7.16%-1.99%-10.08%
FY20162017-02-232017-02-23-0.41%-1.80%-8.74%-26.39%+3.25%
FY20152016-02-252016-02-25+0.54%+2.81%+2.41%+7.56%+33.02%

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/1601712/financials