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positive_eps_streak on G III APPAREL GROUP LTD /DE/ (GIII)
SIC 2300 — Apparel & Other Finishd Prods of Fabrics & Similar Matl · CIK 821002 · 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 GIII
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-27 | 2023-03-27 | +5.56% | +10.83% | +8.62% | +42.09% | +105.13% |
| FY2021 | 2022-03-28 | 2022-03-28 | +5.29% | +2.48% | -1.08% | -21.69% | -44.89% |
| FY2020 | 2021-03-26 | 2021-03-26 | -8.69% | -6.05% | +0.03% | +0.88% | -13.41% |
| FY2019 | 2020-03-30 | 2020-03-30 | +6.21% | +2.48% | +53.10% | +80.69% | +312.69% |
| FY2018 | 2019-03-28 | 2019-03-28 | +1.19% | +6.33% | +8.94% | -30.69% | -80.37% |
| FY2017 | 2018-04-02 | 2018-04-02 | +3.29% | +7.44% | +1.64% | +29.72% | +11.56% |
| FY2016 | 2017-04-03 | 2017-04-03 | +2.54% | +10.85% | +8.40% | +14.99% | +76.29% |
| FY2015 | 2016-03-29 | 2016-03-29 | +3.19% | +0.06% | -2.69% | -9.51% | -57.95% |
| FY2014 | 2015-03-30 | 2015-03-30 | +0.16% | +2.22% | +2.77% | +24.46% | -11.98% |
| FY2013 | 2014-03-31 | 2014-03-31 | +4.51% | -0.43% | +1.41% | +14.70% | +57.38% |
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.