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positive_eps_streak on ABERCROMBIE & FITCH CO /DE/ (ANF)
SIC 5651 — Retail-Family Clothing Stores · CIK 1018840 · 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 ANF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-26 | 2026-03-26 | -0.70% | +2.77% | -2.96% | — | — |
| FY2024 | 2025-03-31 | 2025-03-31 | +3.14% | -4.79% | -9.05% | +4.57% | +23.43% |
| FY2020 | 2021-03-29 | 2021-03-29 | +5.64% | +6.13% | +17.20% | +31.71% | +0.36% |
| FY2019 | 2020-03-31 | 2020-03-31 | -10.12% | +11.00% | +25.19% | +8.47% | +277.45% |
| FY2018 | 2019-04-01 | 2019-04-01 | -2.05% | -7.99% | +9.61% | -41.27% | -64.87% |
| FY2017 | 2018-04-02 | 2018-04-02 | +4.58% | +15.05% | +7.74% | +13.22% | +16.36% |
| FY2016 | 2017-03-27 | 2017-03-27 | +2.42% | -1.82% | +1.82% | +5.74% | +114.56% |
| FY2015 | 2016-03-28 | 2016-03-28 | +0.41% | +0.92% | -10.61% | -39.19% | -61.43% |
| FY2014 | 2015-03-30 | 2015-03-30 | +0.46% | -0.36% | +3.56% | +5.78% | +49.58% |
| FY2013 | 2014-03-31 | 2014-03-31 | +0.31% | -2.16% | -4.29% | +12.40% | -41.31% |
| FY2012 | 2013-04-02 | 2013-04-02 | +3.83% | +5.54% | +9.02% | -2.12% | -13.28% |
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.