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positive_eps_streak on GROUP 1 AUTOMOTIVE INC (GPI)
SIC 5500 — Retail-Auto Dealers & Gasoline Stations · CIK 1031203 · 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 GPI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | -1.06% | -0.28% | -10.04% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | -0.70% | -6.09% | -18.43% | -6.64% | -29.90% |
| FY2023 | 2024-02-14 | 2024-02-14 | -0.47% | -4.33% | -4.72% | +9.26% | +73.84% |
| FY2022 | 2023-02-16 | 2023-02-16 | +3.12% | -4.92% | -13.35% | -4.73% | +13.28% |
| FY2021 | 2022-02-23 | 2022-02-23 | +0.45% | +10.93% | +7.95% | +2.29% | +26.66% |
| FY2020 | 2021-02-24 | 2021-02-24 | -4.10% | -3.37% | -7.54% | +0.64% | +12.48% |
| FY2019 | 2020-02-13 | 2020-02-13 | +0.65% | +8.43% | -46.96% | -46.71% | +58.70% |
| FY2018 | 2019-02-19 | 2019-02-19 | +3.41% | +2.11% | +0.86% | +25.90% | +73.39% |
| FY2017 | 2018-02-20 | 2018-02-20 | +0.07% | -2.91% | -12.02% | -4.28% | -15.51% |
| FY2016 | 2017-02-17 | 2017-02-17 | +3.41% | -0.42% | -4.03% | -19.98% | -5.78% |
| FY2015 | 2016-02-17 | 2016-02-17 | +0.04% | +7.85% | +6.56% | +18.26% | +58.30% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.17% | -1.08% | +4.14% | +1.24% | -31.45% |
| FY2013 | 2014-03-03 | 2014-03-03 | +2.67% | +4.02% | -0.39% | +21.06% | +24.75% |
| FY2012 | 2013-02-20 | 2013-02-20 | -2.28% | -4.73% | +1.45% | +4.32% | +4.79% |
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.