← positive_eps_streak (all companies) · TACT (all signals) · all methodology
positive_eps_streak on TRANSACT TECHNOLOGIES INC (TACT)
SIC 3577 — Computer Peripheral Equipment, NEC · CIK 1017303 · 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 TACT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-03-17 | 2020-03-17 | -16.94% | -27.07% | -30.94% | -14.36% | +116.39% |
| FY2018 | 2019-03-18 | 2019-03-18 | +1.60% | -1.60% | +0.23% | +21.37% | -36.26% |
| FY2017 | 2018-03-21 | 2018-03-21 | -4.15% | -6.04% | -2.26% | -15.54% | -32.18% |
| FY2013 | 2014-03-14 | 2014-03-14 | +1.30% | +7.16% | +0.65% | -2.38% | -39.64% |
| FY2012 | 2013-03-15 | 2013-03-15 | -1.39% | +0.00% | -1.65% | +1.14% | +42.14% |
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.