← positive_eps_streak (all companies) · GTN (all signals) · all methodology
positive_eps_streak on GRAY MEDIA, INC (GTN)
SIC 4833 — Television Broadcasting Stations · CIK 43196 · 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 GTN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-24 | 2023-02-24 | +0.33% | -6.07% | -30.15% | -34.44% | -51.66% |
| FY2021 | 2022-02-25 | 2022-02-25 | +5.73% | +2.93% | +5.74% | -9.25% | -46.19% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.47% | +1.45% | -0.79% | +19.81% | +10.46% |
| FY2019 | 2020-02-27 | 2020-02-27 | +4.88% | -12.64% | -28.38% | -25.00% | +0.61% |
| FY2018 | 2019-02-28 | 2019-02-28 | +3.01% | +1.46% | -1.51% | -17.48% | -13.65% |
| FY2017 | 2018-02-27 | 2018-02-27 | -6.44% | -7.12% | -11.53% | -21.69% | +48.54% |
| FY2016 | 2017-03-01 | 2017-03-01 | -3.11% | +1.73% | -4.50% | -14.88% | -6.92% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.79% | +6.38% | -2.04% | -4.60% | +18.30% |
| FY2014 | 2015-03-05 | 2015-03-05 | +2.36% | +13.40% | +14.54% | +32.90% | +1.54% |
| FY2013 | 2014-03-11 | 2014-03-11 | +4.39% | -9.81% | -7.29% | +11.59% | +23.46% |
| FY2012 | 2013-03-05 | 2013-03-05 | +0.91% | -1.36% | +2.27% | +32.65% | +173.70% |
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.