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positive_eps_streak on GameStop Corp. (GME)
SIC 5734 — Retail-Computer & Computer Software Stores · CIK 1326380 · 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 GME
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-04-02 | 2019-04-02 | -4.65% | -2.77% | -15.74% | -45.15% | -67.82% |
| FY2017 | 2018-04-02 | 2018-04-02 | +1.48% | +5.15% | +6.47% | +19.91% | -11.97% |
| FY2016 | 2017-03-27 | 2017-03-27 | +4.17% | +5.52% | +12.23% | -0.20% | -27.85% |
| FY2012 | 2013-04-03 | 2013-04-03 | -1.19% | -1.12% | +14.84% | +36.23% | +47.46% |
| FY2011 | 2012-03-27 | 2012-03-27 | -1.14% | -7.24% | -4.97% | -25.51% | +30.56% |
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.