← positive_eps_streak (all companies) · BLMN (all signals) · all methodology
positive_eps_streak on Bloomin' Brands, Inc. (BLMN)
SIC 5812 — Retail-Eating Places · CIK 1546417 · 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 BLMN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-28 | 2024-02-28 | -1.88% | +7.59% | +4.27% | -22.52% | -67.96% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.96% | -5.89% | -59.77% | -40.85% | +30.48% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.62% | -0.38% | -3.41% | -11.96% | -9.14% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.39% | +4.35% | +5.74% | -5.78% | -8.33% |
| FY2016 | 2017-02-22 | 2017-02-22 | -3.99% | -3.60% | +7.02% | +16.10% | +35.18% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.90% | +6.65% | -4.40% | +10.27% | +3.20% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.82% | +0.43% | -2.89% | -11.66% | -33.45% |
| FY2013 | 2014-03-03 | 2014-03-03 | -3.71% | -2.65% | -6.01% | -18.06% | +0.62% |
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.