← positive_eps_streak (all companies) · HLF (all signals) · all methodology
positive_eps_streak on HERBALIFE LTD. (HLF)
SIC 5122 — Wholesale-Drugs, Proprietaries & Druggists' Sundries · CIK 1180262 · 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 HLF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | +18.32% | +16.44% | -8.59% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +42.70% | +53.38% | +39.50% | +25.80% | +255.16% |
| FY2023 | 2024-02-14 | 2024-02-14 | -31.66% | -27.66% | -23.23% | -9.53% | -50.72% |
| FY2022 | 2023-02-14 | 2023-02-14 | +22.52% | +10.60% | +3.34% | -15.61% | -53.74% |
| FY2021 | 2022-02-23 | 2022-02-23 | -14.45% | -9.01% | -21.63% | -46.75% | -51.89% |
| FY2020 | 2021-02-17 | 2021-02-17 | -10.24% | -18.15% | -16.38% | -10.81% | -23.14% |
| FY2019 | 2020-02-18 | 2020-02-18 | -0.95% | -9.88% | -40.08% | -0.90% | +42.46% |
| FY2018 | 2019-02-19 | 2019-02-19 | -2.02% | -1.60% | -0.16% | -19.17% | -32.83% |
| FY2017 | 2018-02-22 | 2018-02-22 | +3.01% | +10.41% | +17.32% | +29.20% | +36.24% |
| FY2016 | 2017-02-23 | 2017-02-23 | -4.51% | -5.29% | -4.18% | +20.89% | +44.16% |
| FY2015 | 2016-02-25 | 2016-02-25 | +20.52% | +14.55% | +32.78% | +31.08% | +23.95% |
| FY2014 | 2015-02-26 | 2015-02-26 | -10.94% | -8.70% | +20.22% | +47.99% | +58.39% |
| FY2013 | 2014-02-18 | 2014-02-18 | -3.99% | -0.84% | -22.96% | -10.76% | -51.30% |
| FY2012 | 2013-12-16 | 2013-12-16 | +1.24% | +7.99% | +6.08% | -22.09% | -49.85% |
| FY2011 | 2012-04-11 | 2012-04-11 | +0.90% | +4.22% | -30.69% | -24.31% | -46.10% |
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.