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positive_eps_streak on COSTCO WHOLESALE CORP /NEW (COST)
SIC 5331 — Retail-Variety Stores · CIK 909832 · 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 COST
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-10-08 | 2025-10-08 | +3.07% | +4.39% | +2.36% | -4.13% | — |
| FY2024 | 2024-10-09 | 2024-10-09 | -1.70% | -2.39% | -0.95% | +1.63% | +3.44% |
| FY2023 | 2023-10-11 | 2023-10-11 | -0.31% | +1.61% | +0.51% | +19.89% | +61.80% |
| FY2022 | 2022-10-05 | 2022-10-05 | +0.45% | -2.90% | +0.85% | -4.79% | +16.95% |
| FY2021 | 2021-10-06 | 2021-10-06 | +0.79% | -0.90% | +11.97% | +26.55% | +8.08% |
| FY2020 | 2020-10-07 | 2020-10-07 | +0.57% | +4.22% | +3.82% | +7.67% | +29.03% |
| FY2019 | 2019-10-11 | 2019-10-11 | -0.03% | +1.77% | +1.91% | -0.76% | +27.61% |
| FY2018 | 2018-10-26 | 2018-10-26 | +1.94% | +5.49% | +0.82% | -3.95% | +36.96% |
| FY2017 | 2017-10-18 | 2017-10-18 | +0.58% | +2.94% | +7.27% | +21.93% | +46.69% |
| FY2016 | 2016-10-12 | 2016-10-12 | -0.16% | -0.67% | -2.14% | +7.31% | +10.01% |
| FY2015 | 2015-10-14 | 2015-10-14 | +1.29% | +3.58% | +4.64% | +3.52% | +1.36% |
| FY2014 | 2014-10-15 | 2014-10-15 | -1.09% | +5.02% | +10.42% | +14.96% | +27.47% |
| FY2013 | 2013-10-16 | 2013-10-16 | +0.77% | -0.17% | +5.22% | -1.96% | +5.96% |
| FY2012 | 2012-10-19 | 2012-10-19 | +0.23% | +2.28% | +2.76% | +14.66% | +33.81% |
| FY2011 | 2011-10-14 | 2011-10-14 | +0.72% | +4.32% | +1.84% | -1.90% | +19.44% |
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.