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positive_eps_streak on ENCORE CAPITAL GROUP INC (ECPG)
SIC 6153 — Short-Term Business Credit Institutions · CIK 1084961 · 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 ECPG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-22 | 2023-02-22 | -5.88% | -7.41% | -21.75% | -17.86% | -13.20% |
| FY2021 | 2022-02-23 | 2022-02-23 | -6.15% | -6.15% | -10.86% | -20.09% | -23.79% |
| FY2020 | 2021-02-24 | 2021-02-24 | -3.44% | +2.50% | +16.27% | +26.64% | +105.30% |
| FY2019 | 2020-02-26 | 2020-02-26 | +11.97% | +29.57% | -9.93% | +3.07% | +7.31% |
| FY2018 | 2019-02-27 | 2019-02-27 | +3.01% | -4.91% | -18.58% | +7.80% | +4.25% |
| FY2017 | 2018-02-21 | 2018-02-21 | +7.79% | +5.81% | +11.99% | +7.66% | -16.89% |
| FY2016 | 2017-02-23 | 2017-02-23 | +1.74% | -6.22% | -12.74% | +11.00% | +23.59% |
| FY2015 | 2016-02-24 | 2016-02-24 | +6.85% | +19.22% | +20.90% | +24.94% | +70.28% |
| FY2014 | 2015-02-26 | 2015-02-26 | -6.28% | -6.66% | -1.92% | -6.35% | -49.36% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.09% | -0.26% | -6.93% | -16.42% | -12.23% |
| FY2012 | 2013-02-13 | 2013-02-13 | +4.44% | +1.92% | -3.23% | -0.64% | +61.79% |
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.