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positive_eps_streak on e.l.f. Beauty, Inc. (ELF)
SIC 2844 — Perfumes, Cosmetics & Other Toilet Preparations · CIK 1600033 · 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 ELF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-29 | 2025-05-29 | +0.58% | +3.54% | +12.96% | +1.88% | — |
| FY2023 | 2024-05-23 | 2024-05-23 | +3.60% | +1.16% | +10.51% | -12.69% | -51.02% |
| FY2022 | 2023-05-25 | 2023-05-25 | -2.76% | +1.00% | +3.13% | +13.70% | +85.54% |
| FY2021 | 2022-05-26 | 2022-05-26 | +5.48% | +7.27% | +17.82% | +52.13% | +326.03% |
| FY2020 | 2020-05-29 | 2020-05-29 | -2.28% | +2.86% | +4.32% | +12.54% | +63.36% |
| FY2018 | 2019-02-28 | 2019-02-28 | +0.00% | -2.01% | +34.47% | +44.15% | +100.75% |
| FY2017 | 2018-03-01 | 2018-03-01 | -1.25% | +7.16% | +5.10% | +6.51% | -56.86% |
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.