← positive_eps_streak (all companies) · VVX (all signals) · all methodology
positive_eps_streak on V2X, Inc. (VVX)
SIC 8744 — Services-Facilities Support Management Services · CIK 1601548 · 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 VVX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-07 | 2022-03-07 | -9.01% | -17.63% | -8.60% | -17.80% | +0.05% |
| FY2020 | 2021-03-02 | 2021-03-02 | +3.94% | +3.91% | -2.84% | -9.11% | -18.38% |
| FY2019 | 2020-03-03 | 2020-03-03 | -3.53% | -12.61% | -23.12% | +3.10% | +7.20% |
| FY2018 | 2019-02-26 | 2019-02-26 | -2.40% | -3.43% | -4.36% | +36.39% | +93.20% |
| FY2017 | 2018-03-01 | 2018-03-01 | +35.05% | +38.71% | +36.11% | +17.91% | +1.39% |
| FY2016 | 2017-03-01 | 2017-03-01 | -13.93% | -8.16% | -12.16% | +19.55% | +10.50% |
| FY2015 | 2016-03-15 | 2016-03-15 | +9.39% | +9.84% | +13.00% | +29.77% | +10.99% |
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.