← positive_eps_streak (all companies) · JRSS (all signals) · all methodology
positive_eps_streak on JRSIS HEALTH CARE Corp (JRSS)
SIC 8060 — Services-Hospitals · CIK 1597892 · 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 JRSS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-04-15 | 2022-04-18 | -13.64% | -30.18% | -13.64% | -70.00% | -79.55% |
| FY2020 | 2021-04-15 | 2021-04-15 | +54.52% | +54.55% | +51.52% | +6.06% | -33.33% |
| FY2019 | 2020-06-16 | 2020-06-16 | +0.00% | +0.00% | +0.00% | -85.00% | -80.01% |
| FY2018 | 2019-04-01 | 2019-04-01 | +0.00% | +83.33% | +83.33% | +100.00% | -73.60% |
| FY2017 | 2018-04-17 | 2018-04-17 | +0.00% | +0.00% | +0.00% | -6.25% | +157.81% |
| FY2016 | 2017-03-29 | 2017-03-29 | +0.00% | +0.00% | +27.55% | +53.06% | +155.10% |
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.