← positive_eps_streak (all companies) · FWONA (all signals) · all methodology
positive_eps_streak on Liberty Media Corp (FWONA)
SIC 4833 — Television Broadcasting Stations · CIK 1560385 · 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 FWONA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-28 | 2024-02-28 | +4.36% | +1.00% | -4.95% | +3.49% | +37.72% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.73% | -2.89% | -36.78% | -19.68% | +3.18% |
| FY2018 | 2019-02-28 | 2019-02-28 | +7.35% | +6.21% | +11.16% | +21.44% | +21.96% |
| FY2017 | 2018-03-01 | 2018-03-01 | +3.01% | +3.79% | -4.19% | -2.55% | +9.29% |
| FY2016 | 2017-02-28 | 2017-02-28 | +3.19% | +8.30% | +6.11% | +1.93% | +4.85% |
| FY2015 | 2016-02-26 | 2016-02-26 | +0.28% | +7.07% | +7.83% | -23.87% | +28.69% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.52% | +2.30% | -1.93% | -1.86% | -8.38% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.44% | -2.76% | -5.61% | -7.15% | +8.36% |
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.