← positive_eps_streak (all companies) · GO (all signals) · all methodology
positive_eps_streak on Grocery Outlet Holding Corp. (GO)
SIC 5411 — Retail-Grocery Stores · CIK 1771515 · 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 GO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-26 | 2025-02-26 | +7.64% | +4.37% | +17.38% | +22.66% | -10.10% |
| FY2023 | 2024-02-28 | 2024-02-28 | -1.38% | -0.38% | +10.90% | -13.38% | -56.67% |
| FY2022 | 2023-03-01 | 2023-03-01 | +3.21% | +1.02% | +7.00% | +10.10% | -0.23% |
| FY2021 | 2022-03-02 | 2022-03-02 | +6.54% | +6.83% | +21.30% | +40.29% | +1.40% |
| FY2020 | 2021-03-02 | 2021-03-02 | -2.41% | -0.86% | +2.91% | -6.00% | -22.05% |
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.