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positive_eps_streak on ENNIS, INC. (EBF)

SIC 2761 — Manifold Business Forms · CIK 33002 · 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 EBF

FYFiling dateEvent date1d5d20d60d252d
FY20242025-05-132025-05-13-0.36%-0.67%-3.80%-5.47%
FY20232024-05-102024-05-10+0.24%+0.68%+1.41%+11.28%+10.76%
FY20222023-05-122023-05-12-0.10%+1.34%+3.73%+12.11%+7.79%
FY20212022-05-092022-05-09-1.02%+0.00%+3.34%+23.66%+17.88%
FY20202021-05-072021-05-07-0.70%+0.80%-0.19%-6.89%-14.55%
FY20192020-05-042020-05-04-3.18%-4.01%-1.17%-0.48%+24.05%
FY20182019-05-062019-05-06-1.20%-1.46%-3.82%+3.20%-8.77%
FY20142015-05-082015-05-08+3.02%+4.60%+7.62%+8.38%+24.25%
FY20132014-05-092014-05-09+2.26%-2.71%+1.81%-6.87%+10.96%

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/33002/financials