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positive_eps_streak on VSE CORP (VSEC)

SIC 8711 — Services-Engineering Services · CIK 102752 · 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 VSEC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27-2.25%-7.79%-24.74%
FY20242025-03-032025-03-03+2.21%+0.48%+5.79%+13.20%+97.82%
FY20232024-03-082024-03-08-2.09%-1.06%+4.77%+7.96%+54.95%
FY20192020-03-092020-03-09+1.50%-19.82%-35.53%+14.77%+65.26%
FY20182019-03-072019-03-07-1.21%+0.31%-2.48%-20.30%-14.51%
FY20172018-03-072018-03-07+0.22%+6.82%+2.57%+2.09%-34.59%
FY20162017-03-012017-03-01-1.35%-4.76%-3.34%+5.40%+18.13%
FY20152016-03-032016-03-03-0.33%-2.77%+5.05%+3.22%+23.31%
FY20142015-03-062015-03-06+1.76%+0.33%+4.61%-24.42%-14.43%
FY20132014-03-072014-03-07-0.42%+2.69%+18.61%+31.12%+70.84%
FY20122013-03-062013-03-06+1.82%+4.36%+11.87%+51.17%+120.03%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/102752/financials