← positive_eps_streak (all companies) · HNNA (all signals) · all methodology
positive_eps_streak on HENNESSY ADVISORS INC (HNNA)
SIC 6282 — Investment Advice · CIK 1145255 · 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 HNNA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-03 | 2025-12-03 | +0.48% | -2.90% | -6.68% | -1.54% | — |
| FY2024 | 2024-12-11 | 2024-12-11 | +3.44% | -5.32% | -2.87% | -12.27% | -19.35% |
| FY2023 | 2023-12-07 | 2023-12-07 | +1.23% | +1.39% | +13.41% | +6.33% | +108.70% |
| FY2022 | 2022-12-07 | 2022-12-07 | -5.21% | -7.10% | -6.98% | -5.20% | -21.36% |
| FY2021 | 2021-11-24 | 2021-11-24 | -0.80% | -3.93% | +0.00% | -10.86% | -18.56% |
| FY2020 | 2020-12-01 | 2020-12-01 | -4.51% | -3.87% | -5.37% | -5.22% | +21.41% |
| FY2019 | 2019-12-03 | 2019-12-03 | -0.80% | -6.42% | -6.87% | -7.05% | -15.68% |
| FY2018 | 2018-11-28 | 2018-11-28 | +5.46% | +3.98% | -6.38% | -4.22% | +15.29% |
| FY2017 | 2017-12-04 | 2017-12-04 | -1.14% | -8.63% | -4.00% | +4.26% | -29.75% |
| FY2016 | 2016-12-01 | 2016-12-01 | -1.63% | -2.97% | -5.65% | -16.70% | -24.17% |
| FY2015 | 2015-11-30 | 2015-11-30 | +3.66% | +9.56% | +1.66% | -12.79% | +16.02% |
| FY2014 | 2014-12-02 | 2014-12-02 | +10.72% | +5.63% | +17.64% | +22.25% | +71.05% |
| FY2013 | 2013-12-04 | 2013-12-04 | +0.00% | -3.39% | +1.30% | -1.40% | +75.60% |
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.