← positive_eps_streak (all companies) · FOXA (all signals) · all methodology
positive_eps_streak on Fox Corp (FOXA)
SIC 4833 — Television Broadcasting Stations · CIK 1754301 · 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 FOXA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-06 | 2025-08-06 | -0.61% | +9.08% | +12.71% | +21.42% | — |
| FY2024 | 2024-08-08 | 2024-08-08 | +0.08% | -0.79% | +3.25% | +7.27% | +44.46% |
| FY2023 | 2023-08-11 | 2023-08-11 | -2.20% | -3.32% | -7.71% | -8.81% | +14.59% |
| FY2022 | 2022-08-12 | 2022-08-12 | -0.33% | -2.25% | -3.96% | -19.58% | -5.48% |
| FY2021 | 2021-08-10 | 2021-08-10 | +1.33% | +0.00% | -2.12% | +13.17% | -4.52% |
| FY2020 | 2020-08-10 | 2020-08-10 | +1.07% | +4.75% | +14.43% | +11.74% | +53.65% |
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.