← positive_eps_streak (all companies) · AAP (all signals) · all methodology
positive_eps_streak on ADVANCE AUTO PARTS INC (AAP)
SIC 5531 — Retail-Auto & Home Supply Stores · CIK 1158449 · 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 AAP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-05-30 | 2024-05-30 | +5.50% | -3.58% | -5.42% | -26.36% | -20.50% |
| FY2022 | 2023-02-28 | 2023-02-28 | -4.24% | -7.77% | -20.16% | -19.51% | -52.23% |
| FY2021 | 2022-02-15 | 2022-02-15 | -0.09% | -11.59% | -6.77% | -5.47% | -30.10% |
| FY2020 | 2021-02-22 | 2021-02-22 | -0.90% | -3.01% | +9.27% | +19.45% | +32.51% |
| FY2019 | 2020-02-18 | 2020-02-18 | -1.19% | -2.97% | -29.31% | -15.68% | +14.99% |
| FY2018 | 2019-02-19 | 2019-02-19 | -0.68% | -2.52% | -2.23% | -6.73% | -16.04% |
| FY2017 | 2018-02-21 | 2018-02-21 | -3.08% | +0.22% | +1.09% | +5.13% | +41.88% |
| FY2016 | 2017-02-28 | 2017-02-28 | +0.04% | -2.95% | -5.23% | -15.03% | -26.89% |
| FY2015 | 2016-03-01 | 2016-03-01 | -0.77% | -2.39% | +6.85% | +0.16% | +2.33% |
| FY2014 | 2015-03-03 | 2015-03-03 | -2.36% | -5.14% | -3.06% | +1.26% | -1.34% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.23% | +0.73% | -1.50% | -2.28% | +24.72% |
| FY2012 | 2013-02-25 | 2013-02-25 | -1.54% | -1.71% | +2.85% | +11.34% | +60.60% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.47% | +1.45% | +5.60% | -16.41% | -10.67% |
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.