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positive_eps_streak on Invesco CurrencyShares Australian Dollar Trust (FXA)
SIC 6221 — Commodity Contracts Brokers & Dealers · CIK 1353614 · 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 FXA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-28 | 2020-02-28 | +0.13% | +1.90% | -5.26% | +1.90% | +18.78% |
| FY2018 | 2019-01-11 | 2019-01-11 | -0.07% | -0.44% | -1.79% | -0.83% | -3.67% |
| FY2017 | 2018-01-11 | 2018-01-11 | +0.32% | +1.37% | -1.06% | -1.34% | -7.82% |
| FY2016 | 2017-01-12 | 2017-01-12 | +0.11% | +0.83% | +2.51% | +0.27% | +6.44% |
| FY2015 | 2016-01-14 | 2016-01-14 | -1.77% | +0.34% | +1.76% | +10.36% | +8.38% |
| FY2014 | 2015-01-14 | 2015-01-14 | +0.85% | -1.62% | -4.93% | -6.54% | -13.14% |
| FY2013 | 2013-12-20 | 2013-12-20 | +0.12% | -0.16% | -0.72% | +1.69% | -7.21% |
| FY2012 | 2012-12-21 | 2012-12-21 | -0.35% | -0.06% | +1.37% | +0.61% | -12.63% |
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.