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positive_eps_streak on ENTRAVISION COMMUNICATIONS CORP (EVC)
SIC 4833 — Television Broadcasting Stations · CIK 1109116 · 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 EVC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-05-07 | 2019-05-07 | -4.39% | -14.04% | -12.87% | -0.97% | -58.96% |
| FY2017 | 2018-03-30 | 2018-04-02 | +1.10% | +7.69% | +2.20% | +11.12% | -23.16% |
| FY2016 | 2017-03-10 | 2017-03-10 | +0.00% | +1.63% | +4.88% | -6.50% | +7.11% |
| FY2015 | 2016-03-09 | 2016-03-09 | -0.26% | -1.17% | -8.03% | -7.77% | -18.63% |
| FY2014 | 2015-03-06 | 2015-03-06 | +0.15% | -0.66% | -4.80% | +1.11% | +16.20% |
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.