← positive_eps_streak (all companies) · VEL (all signals) · all methodology
positive_eps_streak on Velocity Financial, Inc. (VEL)
SIC 6199 — Finance Services · CIK 1692376 · 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 VEL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-12 | 2026-03-12 | -2.14% | -2.08% | +7.59% | — | — |
| FY2024 | 2025-03-12 | 2025-03-12 | -1.07% | -3.09% | -10.45% | -13.24% | -11.67% |
| FY2023 | 2024-03-15 | 2024-03-15 | +5.43% | +4.05% | -6.13% | +6.47% | +10.40% |
| FY2022 | 2023-03-13 | 2023-03-13 | -0.25% | +5.91% | +12.70% | +41.38% | +111.70% |
| FY2021 | 2022-03-15 | 2022-03-15 | +4.72% | +5.57% | -3.68% | +4.06% | -17.45% |
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.