← positive_eps_streak (all companies) · TRU (all signals) · all methodology
positive_eps_streak on TransUnion (TRU)
SIC 7320 — Services-Consumer Credit Reporting, Collection Agencies · CIK 1552033 · 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 TRU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-14 | 2023-02-14 | +5.41% | -2.19% | -9.68% | -2.14% | +13.33% |
| FY2021 | 2022-02-22 | 2022-02-22 | -5.88% | +0.34% | +12.35% | -12.89% | -27.11% |
| FY2020 | 2021-02-16 | 2021-02-16 | +1.04% | -0.48% | +1.11% | +17.59% | +15.20% |
| FY2019 | 2020-02-18 | 2020-02-18 | +2.19% | -3.48% | -30.46% | -25.77% | -9.52% |
| FY2018 | 2019-02-14 | 2019-02-14 | -0.80% | -0.17% | +2.46% | +0.18% | +54.82% |
| FY2017 | 2018-02-13 | 2018-02-13 | +1.58% | +3.24% | +6.19% | +25.81% | +16.20% |
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.