← positive_eps_streak (all companies) · VRTS (all signals) · all methodology
positive_eps_streak on VIRTUS INVESTMENT PARTNERS, INC. (VRTS)
SIC 6282 — Investment Advice · CIK 883237 · 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 VRTS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.67% | -3.09% | -6.69% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -2.14% | -3.26% | -7.73% | -6.79% | -21.35% |
| FY2023 | 2024-02-28 | 2024-02-28 | +1.55% | +7.37% | +8.24% | +1.24% | -16.61% |
| FY2022 | 2023-02-27 | 2023-02-27 | +1.00% | -2.90% | -15.67% | -8.87% | +13.81% |
| FY2021 | 2022-02-25 | 2022-02-25 | -3.07% | -11.23% | -1.50% | -25.90% | -12.36% |
| FY2020 | 2021-02-26 | 2021-02-26 | +5.13% | -1.99% | -4.31% | +11.35% | +0.64% |
| FY2019 | 2020-02-27 | 2020-02-27 | -5.69% | -12.44% | -33.01% | -21.78% | +119.15% |
| FY2018 | 2019-02-27 | 2019-02-27 | -4.99% | -7.90% | -8.73% | +1.72% | +11.01% |
| FY2017 | 2018-02-27 | 2018-02-27 | -0.69% | +1.94% | -0.65% | +1.17% | -15.83% |
| FY2016 | 2017-02-27 | 2017-02-27 | -1.92% | -1.30% | -9.21% | -6.82% | +12.52% |
| FY2015 | 2016-02-24 | 2016-02-24 | +0.72% | +5.84% | -14.26% | -13.31% | +25.40% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.85% | +0.92% | +2.31% | -4.18% | -25.31% |
| FY2013 | 2014-10-27 | 2014-10-27 | +2.68% | +8.65% | -5.53% | -15.41% | -35.37% |
| FY2012 | 2013-03-01 | 2013-03-01 | +1.62% | +9.65% | +10.35% | +41.08% | +5.93% |
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.