← positive_eps_streak (all companies) · ENSG (all signals) · all methodology
positive_eps_streak on ENSIGN GROUP, INC (ENSG)
SIC 8051 — Services-Skilled Nursing Care Facilities · CIK 1125376 · 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 ENSG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-04 | 2026-02-04 | +13.85% | +22.37% | +19.70% | — | — |
| FY2024 | 2025-02-05 | 2025-02-05 | -8.70% | -15.28% | -13.37% | -11.07% | +33.09% |
| FY2023 | 2024-02-01 | 2024-02-01 | +4.71% | +2.35% | +5.68% | +2.95% | +26.26% |
| FY2022 | 2023-02-02 | 2023-02-02 | -1.68% | -5.30% | -2.69% | +3.55% | +25.83% |
| FY2021 | 2022-02-09 | 2022-02-09 | +5.32% | +7.95% | +14.67% | +1.38% | +20.96% |
| FY2020 | 2021-02-03 | 2021-02-03 | -2.65% | -2.93% | -7.23% | -3.45% | -16.26% |
| FY2019 | 2020-02-05 | 2020-02-05 | +8.89% | +10.00% | -6.18% | -23.77% | +81.61% |
| FY2018 | 2019-02-06 | 2019-02-06 | +10.84% | +14.08% | +9.01% | +16.47% | +26.68% |
| FY2017 | 2018-02-08 | 2018-02-08 | +7.81% | +10.22% | +20.41% | +40.76% | +106.45% |
| FY2016 | 2017-02-08 | 2017-02-08 | -12.65% | -10.50% | -7.20% | -1.52% | +18.84% |
| FY2015 | 2016-02-10 | 2016-02-10 | -7.76% | -6.81% | +7.16% | +9.20% | -12.46% |
| FY2014 | 2015-02-09 | 2015-02-09 | -2.11% | -2.11% | +2.30% | -1.90% | -6.18% |
| FY2013 | 2014-02-13 | 2014-02-13 | -2.90% | -5.20% | +1.09% | +3.86% | +86.98% |
| FY2012 | 2013-02-13 | 2013-02-13 | +2.99% | +10.92% | +11.73% | +19.08% | +38.41% |
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.