← positive_eps_streak (all companies) · JOUT (all signals) · all methodology
positive_eps_streak on JOHNSON OUTDOORS INC (JOUT)
SIC 3949 — Sporting & Athletic Goods, NEC · CIK 788329 · 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 JOUT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-12-08 | 2023-12-08 | -5.62% | +0.51% | -1.24% | -10.57% | -26.27% |
| FY2022 | 2022-12-09 | 2022-12-09 | -0.29% | -3.62% | +0.65% | -10.37% | -32.87% |
| FY2021 | 2021-12-10 | 2021-12-10 | -4.87% | -6.44% | -11.46% | -20.87% | -32.83% |
| FY2020 | 2020-12-11 | 2020-12-11 | +2.35% | +9.12% | +25.70% | +50.83% | +2.92% |
| FY2019 | 2019-12-06 | 2019-12-06 | -1.32% | -2.39% | -1.43% | -23.52% | +14.51% |
| FY2018 | 2018-12-07 | 2018-12-07 | +6.01% | +0.08% | +4.68% | +8.21% | +26.13% |
| FY2017 | 2017-12-08 | 2017-12-08 | +2.33% | +1.97% | -0.50% | +4.45% | -0.55% |
| FY2016 | 2016-12-13 | 2016-12-13 | +0.47% | +2.50% | -7.04% | -7.33% | +61.14% |
| FY2015 | 2015-12-11 | 2015-12-11 | +1.75% | +1.84% | -0.90% | +0.54% | +59.13% |
| FY2014 | 2014-12-05 | 2014-12-05 | -0.37% | -8.95% | -1.94% | +7.61% | -20.26% |
| FY2013 | 2013-12-06 | 2013-12-06 | +0.41% | -2.18% | +4.40% | -15.68% | +13.20% |
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.