← positive_eps_streak (all companies) · JACK (all signals) · all methodology
positive_eps_streak on JACK IN THE BOX INC (JACK)
SIC 5812 — Retail-Eating Places · CIK 807882 · 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 JACK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-11-21 | 2023-11-21 | +1.80% | +1.96% | +17.99% | +7.58% | -28.64% |
| FY2022 | 2022-11-22 | 2022-11-22 | +1.00% | +1.49% | -4.73% | +12.33% | -1.21% |
| FY2021 | 2021-11-23 | 2021-11-23 | -3.80% | -13.01% | -8.47% | -2.40% | -20.91% |
| FY2020 | 2020-11-18 | 2020-11-18 | +4.79% | +5.27% | +5.15% | +15.33% | +14.81% |
| FY2019 | 2019-11-21 | 2019-11-21 | -3.47% | -1.64% | -3.27% | +9.25% | +14.99% |
| FY2018 | 2018-11-21 | 2018-11-21 | +2.15% | +3.23% | -9.74% | -7.21% | -7.53% |
| FY2017 | 2017-11-30 | 2017-11-30 | +2.03% | -0.43% | -4.85% | -12.64% | -12.80% |
| FY2016 | 2016-11-22 | 2016-11-22 | -0.18% | -3.52% | +3.66% | -0.03% | -4.50% |
| FY2015 | 2015-11-19 | 2015-11-19 | +2.38% | +3.61% | +4.74% | -10.39% | +42.92% |
| FY2014 | 2014-11-21 | 2014-11-21 | +1.55% | +1.60% | +7.27% | +33.92% | +4.43% |
| FY2013 | 2013-11-22 | 2013-11-22 | -1.25% | -3.51% | +3.14% | +20.40% | +56.00% |
| FY2012 | 2012-11-21 | 2012-11-21 | +0.44% | +3.29% | +6.96% | +10.92% | +75.24% |
| FY2011 | 2011-11-23 | 2011-11-23 | -2.81% | +4.42% | +8.80% | +23.63% | +41.91% |
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.