← positive_eps_streak (all companies) · ASO (all signals) · all methodology
positive_eps_streak on Academy Sports & Outdoors, Inc. (ASO)
SIC 5940 — Retail-Miscellaneous Shopping Goods Stores · CIK 1817358 · 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 ASO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-17 | 2026-03-17 | +1.70% | +7.60% | +18.75% | — | — |
| FY2024 | 2025-03-20 | 2025-03-20 | -0.40% | +2.10% | -19.97% | -1.28% | +12.55% |
| FY2023 | 2024-03-21 | 2024-03-21 | -0.50% | +5.01% | -11.13% | -16.39% | -21.56% |
| FY2022 | 2023-03-16 | 2023-03-16 | -2.53% | -1.37% | +3.44% | -21.85% | +11.78% |
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.