← positive_eps_streak (all companies) · ABG (all signals) · all methodology
positive_eps_streak on ASBURY AUTOMOTIVE GROUP INC (ABG)
SIC 5500 — Retail-Auto Dealers & Gasoline Stations · CIK 1144980 · 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 ABG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -2.52% | -5.48% | -18.17% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -2.08% | -4.43% | -12.84% | -16.88% | -21.59% |
| FY2023 | 2024-02-29 | 2024-02-29 | +0.46% | +0.63% | +12.91% | +10.76% | +22.30% |
| FY2022 | 2023-03-01 | 2023-03-01 | -0.04% | +0.79% | -14.26% | -13.66% | -9.90% |
| FY2021 | 2022-03-01 | 2022-03-01 | +4.91% | -2.20% | -9.50% | -7.06% | +21.56% |
| FY2020 | 2021-03-01 | 2021-03-01 | -2.58% | +4.59% | +12.74% | +12.60% | +12.76% |
| FY2019 | 2020-03-02 | 2020-03-02 | -1.53% | -13.78% | -40.58% | -15.00% | +80.26% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.84% | -7.52% | -4.47% | +9.46% | +23.47% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.88% | +0.74% | -4.57% | +1.55% | +5.88% |
| FY2016 | 2017-02-23 | 2017-02-23 | +1.29% | -0.30% | -8.20% | -12.98% | +4.63% |
| FY2015 | 2016-02-19 | 2016-02-19 | +5.56% | +13.41% | +15.94% | +3.45% | +30.86% |
| FY2014 | 2015-02-24 | 2015-02-24 | +0.32% | +0.72% | +5.70% | +11.63% | -24.85% |
| FY2013 | 2014-02-25 | 2014-02-25 | +2.71% | +8.25% | +12.29% | +30.24% | +58.84% |
| FY2012 | 2013-02-21 | 2013-02-21 | +1.90% | +1.93% | +11.75% | +25.94% | +46.26% |
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.