← positive_eps_streak (all companies) · DLTR (all signals) · all methodology
positive_eps_streak on DOLLAR TREE, INC. (DLTR)
SIC 5331 — Retail-Variety Stores · CIK 935703 · 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 DLTR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-20 | 2024-03-20 | -0.69% | +3.43% | -4.58% | -17.23% | -45.56% |
| FY2022 | 2023-03-10 | 2023-03-10 | +1.43% | -2.24% | +9.01% | -6.42% | +6.70% |
| FY2018 | 2019-03-27 | 2019-03-27 | -0.72% | +0.47% | +6.28% | +7.65% | -25.02% |
| FY2017 | 2018-03-26 | 2018-03-26 | -1.66% | -0.35% | +1.38% | -9.09% | +9.46% |
| FY2016 | 2017-03-28 | 2017-03-28 | +2.56% | +1.46% | +6.77% | -11.59% | +22.68% |
| FY2015 | 2016-03-28 | 2016-03-28 | +0.63% | +2.10% | +0.10% | +14.58% | -5.83% |
| FY2014 | 2015-03-13 | 2015-03-13 | +2.20% | +2.32% | -0.11% | -5.88% | -1.16% |
| FY2013 | 2014-03-14 | 2014-03-14 | -0.45% | -2.17% | -5.90% | +1.28% | +55.25% |
| FY2012 | 2013-03-15 | 2013-03-15 | +1.51% | +5.88% | +5.97% | +12.64% | +21.34% |
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.