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positive_eps_streak on DOMINOS PIZZA INC (DPZ)

SIC 5140 — Wholesale-Groceries & Related Products · CIK 1286681 · 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 DPZ

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-232026-02-23+3.46%+0.25%-7.92%
FY20242025-02-242025-02-24+3.18%+6.18%+2.70%+8.66%-9.93%
FY20232024-02-262024-02-26-2.77%-1.96%+1.67%+12.30%+6.47%
FY20222023-02-232023-02-23-3.37%-0.83%+2.87%+1.90%+51.21%
FY20212022-03-012022-03-01-2.07%-9.04%-4.40%-18.19%-28.51%
FY20202021-02-252021-02-25+2.22%-2.50%+8.72%+26.48%+24.16%
FY20192020-02-202020-02-20-0.32%-6.78%-13.20%+1.01%+0.38%
FY20182019-02-212019-02-21+3.04%-0.82%-2.89%+11.46%+48.46%
FY20172018-02-202018-02-20+4.08%+2.25%+4.81%+11.94%+15.22%
FY20162017-02-282017-02-28-1.24%-0.27%-2.33%+8.78%+18.32%
FY20152016-02-252016-02-25+1.12%-0.05%-2.85%-7.14%+41.68%
FY20142015-02-242015-02-24+0.39%-0.68%+0.86%+6.98%+14.93%
FY20132014-02-252014-02-25+3.49%+5.93%+2.47%-4.08%+40.27%
FY20122013-02-282013-02-28+1.36%+4.28%+8.46%+23.81%+68.25%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1286681/financials