← positive_eps_streak (all companies) · AZO (all signals) · all methodology
positive_eps_streak on AUTOZONE INC (AZO)
SIC 5531 — Retail-Auto & Home Supply Stores · CIK 866787 · 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 AZO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-10-27 | 2025-10-27 | -0.29% | -6.24% | +0.98% | -2.99% | — |
| FY2024 | 2024-10-28 | 2024-10-28 | -1.45% | -1.92% | +0.12% | +8.59% | +19.31% |
| FY2023 | 2023-10-24 | 2023-10-24 | +0.81% | +2.51% | +10.74% | +14.67% | +30.49% |
| FY2022 | 2022-10-24 | 2022-10-24 | +1.34% | +5.21% | +3.88% | -3.36% | +1.19% |
| FY2021 | 2021-10-25 | 2021-10-25 | +0.27% | -2.29% | +2.40% | +6.13% | +33.98% |
| FY2020 | 2020-10-26 | 2020-10-26 | -1.60% | -0.94% | -3.35% | +6.52% | +58.51% |
| FY2019 | 2019-10-28 | 2019-10-28 | -0.36% | +0.03% | +1.58% | -0.83% | -1.41% |
| FY2018 | 2018-10-24 | 2018-10-24 | +1.62% | +0.72% | +12.49% | +14.60% | +55.10% |
| FY2017 | 2017-10-25 | 2017-10-25 | +0.59% | -0.43% | +8.66% | +33.87% | +25.98% |
| FY2016 | 2016-10-24 | 2016-10-24 | -0.34% | -1.43% | +3.32% | +2.27% | -22.19% |
| FY2015 | 2015-10-26 | 2015-10-26 | -0.63% | +2.24% | +1.74% | -5.18% | -2.30% |
| FY2014 | 2014-10-27 | 2014-10-27 | +1.88% | +2.34% | +5.90% | +11.94% | +41.46% |
| FY2013 | 2013-10-28 | 2013-10-28 | -0.00% | +1.55% | +8.34% | +16.15% | +27.89% |
| FY2012 | 2012-10-22 | 2012-10-22 | +0.26% | +2.52% | +4.39% | -3.40% | +16.78% |
| FY2011 | 2011-10-24 | 2011-10-24 | -0.68% | -2.00% | -1.47% | +5.09% | +11.07% |
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.