← positive_eps_streak (all companies) · FIVE (all signals) · all methodology
positive_eps_streak on FIVE BELOW, INC (FIVE)
SIC 5331 — Retail-Variety Stores · CIK 1177609 · 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 FIVE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-19 | 2026-03-19 | -3.30% | -3.56% | +0.46% | — | — |
| FY2024 | 2025-03-20 | 2025-03-20 | +0.17% | +4.27% | -11.30% | +66.17% | +202.85% |
| FY2023 | 2024-03-21 | 2024-03-21 | -3.28% | +2.60% | -14.99% | -35.34% | -56.44% |
| FY2022 | 2023-03-16 | 2023-03-16 | -0.99% | +2.02% | +5.46% | -4.64% | +5.41% |
| FY2021 | 2022-03-30 | 2022-03-30 | -1.14% | +3.78% | +4.29% | -22.48% | +28.57% |
| FY2020 | 2021-03-18 | 2021-03-18 | +5.00% | +4.60% | +7.07% | +1.42% | -12.74% |
| FY2019 | 2020-03-19 | 2020-03-19 | +0.36% | +49.44% | +65.43% | +110.12% | +276.18% |
| FY2018 | 2019-03-28 | 2019-03-28 | -4.28% | -5.88% | +12.30% | -3.78% | -44.97% |
| FY2017 | 2018-03-22 | 2018-03-22 | -1.33% | +4.83% | +5.55% | +41.65% | +70.60% |
| FY2016 | 2017-03-23 | 2017-03-23 | +0.88% | +3.83% | +12.80% | +15.86% | +63.38% |
| FY2015 | 2016-03-24 | 2016-03-24 | +1.91% | +2.43% | +4.16% | +13.84% | +5.55% |
| FY2014 | 2015-03-26 | 2015-03-26 | -0.87% | +1.01% | +1.38% | +12.18% | +15.75% |
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.