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positive_eps_streak on BASSETT FURNITURE INDUSTRIES INC (BSET)
SIC 2511 — Wood Household Furniture, (No Upholstered) · CIK 10329 · 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 BSET
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-01-17 | 2019-01-17 | +0.75% | -0.59% | +1.85% | -7.59% | -7.87% |
| FY2017 | 2018-01-18 | 2018-01-18 | +4.64% | +0.00% | -6.16% | -17.16% | -45.82% |
| FY2016 | 2017-01-19 | 2017-01-19 | +0.71% | +3.93% | -5.36% | +0.38% | +35.82% |
| FY2015 | 2016-01-21 | 2016-01-21 | +6.78% | +0.89% | +1.93% | +3.81% | -1.60% |
| FY2014 | 2015-01-22 | 2015-01-22 | +3.05% | +7.15% | +20.74% | +39.87% | +52.31% |
| FY2013 | 2014-01-23 | 2014-01-23 | -5.25% | -1.62% | -9.98% | -6.80% | +49.69% |
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.