← positive_eps_streak (all companies) · TTD (all signals) · all methodology
positive_eps_streak on Trade Desk, Inc. (TTD)
SIC 7370 — Services-Computer Programming, Data Processing, Etc. · CIK 1671933 · 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 TTD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +2.10% | +22.92% | -10.66% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +2.97% | -2.41% | -21.86% | +5.91% | -65.39% |
| FY2023 | 2024-02-15 | 2024-02-15 | +17.46% | +7.57% | +1.33% | +15.61% | +1.37% |
| FY2022 | 2023-02-15 | 2023-02-15 | -4.87% | -15.16% | -11.19% | -6.03% | +34.13% |
| FY2021 | 2022-02-16 | 2022-02-16 | -1.85% | +2.36% | -19.16% | -35.83% | -25.47% |
| FY2020 | 2021-02-19 | 2021-02-19 | -6.43% | -10.84% | -18.83% | -43.80% | -12.09% |
| FY2019 | 2020-02-28 | 2020-02-28 | +0.30% | -11.94% | -30.48% | +4.19% | +189.76% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.06% | -1.32% | +2.62% | +0.22% | +43.23% |
| FY2017 | 2018-02-28 | 2018-02-28 | -3.45% | +4.32% | -9.42% | +47.51% | +246.82% |
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.