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positive_eps_streak on National Vision Holdings, Inc. (EYE)
SIC 3851 — Ophthalmic Goods · CIK 1710155 · 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 EYE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-01 | 2023-03-01 | +0.53% | +0.75% | -20.83% | +11.73% | +3.43% |
| FY2021 | 2022-02-28 | 2022-02-28 | -0.57% | +3.95% | +20.92% | -30.46% | -37.93% |
| FY2020 | 2021-03-03 | 2021-03-03 | -7.22% | -2.25% | -8.04% | +5.29% | -20.06% |
| FY2019 | 2020-02-26 | 2020-02-26 | -8.86% | -4.69% | -45.10% | -32.72% | +23.47% |
| FY2018 | 2019-02-27 | 2019-02-27 | +1.97% | -4.67% | -5.07% | -13.99% | +6.77% |
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.