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positive_eps_streak on Virtu Financial, Inc. (VIRT)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 1592386 · 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 VIRT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | +0.40% | +4.59% | +5.15% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +0.99% | +4.01% | +6.91% | +19.88% | +18.36% |
| FY2023 | 2024-02-16 | 2024-02-16 | +0.06% | +1.85% | +15.95% | +45.56% | +129.48% |
| FY2022 | 2023-02-17 | 2023-02-17 | -1.63% | -6.81% | -11.26% | -10.71% | -13.28% |
| FY2018 | 2019-03-01 | 2019-03-01 | -0.27% | -2.38% | -7.19% | -10.98% | -19.07% |
| FY2017 | 2018-03-13 | 2018-03-13 | +1.52% | +1.82% | +7.59% | -5.19% | -20.62% |
| FY2016 | 2017-03-14 | 2017-03-14 | -0.59% | -3.26% | -10.09% | +2.70% | +109.08% |
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.