← positive_eps_streak (all companies) · ACH (all signals) · all methodology
positive_eps_streak on ACCENDRA HEALTH INC/VA/ (ACH)
SIC 5047 — Wholesale-Medical, Dental & Hospital Equipment & Supplies · CIK 75252 · 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 ACH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-28 | 2023-02-28 | +0.72% | -5.41% | -15.13% | +29.16% | +58.71% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.98% | +2.73% | -5.07% | +5.19% | -59.99% |
| FY2016 | 2017-02-17 | 2017-02-17 | +3.04% | +3.64% | +1.16% | -6.72% | -54.18% |
| FY2015 | 2016-02-25 | 2016-02-25 | -0.25% | +0.56% | +0.37% | -6.10% | -5.58% |
| FY2014 | 2015-02-23 | 2015-02-23 | +0.71% | +1.24% | -2.34% | -3.44% | +12.83% |
| FY2013 | 2014-02-25 | 2014-02-25 | -0.03% | +2.89% | -0.54% | -3.07% | +6.24% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.36% | -1.10% | +5.02% | +12.78% | +16.85% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.72% | -4.60% | -1.14% | -7.62% | +3.03% |
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)
| 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.