← positive_eps_streak (all companies) · FOXF (all signals) · all methodology
positive_eps_streak on FOX FACTORY HOLDING CORP (FOXF)
SIC 3751 — Motorcycles, Bicycles & Parts · CIK 1424929 · 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 FOXF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-28 | 2025-02-28 | -1.73% | -5.66% | -12.51% | -9.88% | -34.91% |
| FY2023 | 2024-02-23 | 2024-02-23 | +2.61% | +11.19% | +2.88% | -2.97% | -44.98% |
| FY2022 | 2023-02-23 | 2023-02-23 | -8.46% | -2.10% | -4.82% | -22.28% | -60.17% |
| FY2021 | 2022-02-24 | 2022-02-24 | -1.05% | -12.71% | -21.04% | -36.66% | -7.11% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.94% | -7.09% | -3.29% | +17.80% | -4.84% |
| FY2019 | 2020-03-03 | 2020-03-03 | +6.79% | -6.01% | -30.80% | +12.09% | +109.71% |
| FY2018 | 2019-02-26 | 2019-02-26 | +3.76% | +5.27% | +13.84% | +11.24% | +10.37% |
| FY2017 | 2018-03-07 | 2018-03-07 | -1.23% | +3.15% | -5.20% | +10.81% | +73.93% |
| FY2016 | 2017-03-01 | 2017-03-01 | +5.52% | -1.84% | +5.52% | +22.10% | +34.81% |
| FY2015 | 2016-02-29 | 2016-02-29 | +12.73% | +17.28% | +8.10% | +7.84% | +79.50% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.40% | +0.27% | +2.83% | +11.04% | +13.26% |
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.