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positive_eps_streak on GAP INC (GAP)
SIC 5651 — Retail-Family Clothing Stores · CIK 39911 · 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 GAP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-03-16 | 2021-03-16 | +1.64% | -10.56% | +4.37% | +1.29% | -52.08% |
| FY2019 | 2020-03-17 | 2020-03-17 | -5.51% | -2.63% | -7.66% | +21.44% | +279.28% |
| FY2018 | 2019-03-19 | 2019-03-19 | -1.44% | -1.44% | +2.34% | -28.68% | -67.71% |
| FY2017 | 2018-03-20 | 2018-03-20 | -0.65% | -5.57% | -7.86% | -2.27% | -19.59% |
| FY2016 | 2017-03-20 | 2017-03-20 | -2.73% | -0.77% | +2.94% | +0.05% | +42.60% |
| FY2015 | 2016-03-21 | 2016-03-21 | -2.51% | -1.07% | -19.05% | -34.69% | -20.43% |
| FY2014 | 2015-03-23 | 2015-03-23 | -0.58% | -0.74% | -6.03% | -10.86% | -31.10% |
| FY2013 | 2014-03-24 | 2014-03-24 | -2.02% | -2.32% | -4.81% | +2.35% | +7.58% |
| FY2012 | 2013-03-26 | 2013-03-26 | +0.69% | +2.88% | +5.69% | +16.78% | +15.73% |
| FY2011 | 2012-03-26 | 2012-03-26 | -0.71% | -1.60% | +1.67% | +3.20% | +34.00% |
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.