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positive_eps_streak on ACUITY INC. (DE) (AYI)
SIC 3640 — Electric Lighting & Wiring Equipment · CIK 1144215 · 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 AYI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-10-27 | 2025-10-27 | -2.01% | -1.31% | -4.11% | -14.90% | — |
| FY2024 | 2024-10-28 | 2024-10-28 | -0.81% | +0.32% | +7.77% | +7.44% | +17.88% |
| FY2023 | 2023-10-26 | 2023-10-26 | -0.50% | +4.91% | +13.42% | +43.90% | +92.77% |
| FY2022 | 2022-10-26 | 2022-10-26 | -0.85% | -0.90% | +4.84% | -1.88% | -12.68% |
| FY2021 | 2021-10-27 | 2021-10-27 | +2.32% | +4.35% | +5.70% | -2.41% | -11.06% |
| FY2020 | 2020-10-23 | 2020-10-23 | -3.60% | -5.86% | +16.02% | +29.26% | +119.35% |
| FY2019 | 2019-10-29 | 2019-10-29 | +0.51% | +3.00% | +3.29% | -5.68% | -29.35% |
| FY2018 | 2018-10-25 | 2018-10-25 | -0.68% | +10.24% | +2.83% | -1.52% | +7.36% |
| FY2017 | 2017-10-26 | 2017-10-26 | -0.33% | +1.27% | -0.77% | +4.91% | -25.30% |
| FY2016 | 2016-10-27 | 2016-10-27 | -1.21% | -2.93% | +14.03% | -6.64% | -29.54% |
| FY2015 | 2015-10-27 | 2015-10-27 | +1.99% | +2.45% | +8.18% | -7.92% | +10.90% |
| FY2014 | 2014-10-29 | 2014-10-29 | +0.26% | +0.67% | +2.25% | +11.21% | +54.06% |
| FY2013 | 2013-10-29 | 2013-10-29 | -1.49% | -4.27% | -0.84% | +21.38% | +34.00% |
| FY2012 | 2012-10-26 | 2012-10-26 | +0.59% | +4.12% | -0.64% | +9.74% | +59.39% |
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.