← positive_eps_streak (all companies) · KMX (all signals) · all methodology
positive_eps_streak on CARMAX INC (KMX)
SIC 5500 — Retail-Auto Dealers & Gasoline Stations · CIK 1170010 · 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 KMX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-04-11 | 2025-04-11 | -1.26% | -8.82% | +1.02% | -2.08% | -40.74% |
| FY2023 | 2024-04-15 | 2024-04-15 | +0.49% | -2.27% | +7.83% | +14.76% | -7.70% |
| FY2022 | 2023-04-13 | 2023-04-13 | +0.65% | -2.26% | +4.72% | +22.19% | +0.65% |
| FY2021 | 2022-04-14 | 2022-04-14 | -0.74% | -1.54% | -0.14% | -1.30% | -24.75% |
| FY2020 | 2021-04-20 | 2021-04-20 | +0.88% | +4.11% | -5.98% | +2.71% | -24.66% |
| FY2019 | 2020-04-21 | 2020-04-21 | +2.09% | +16.55% | +24.17% | +49.76% | +102.78% |
| FY2018 | 2019-04-19 | 2019-04-22 | +2.17% | +2.14% | +1.53% | +12.48% | -16.01% |
| FY2017 | 2018-04-24 | 2018-04-24 | +1.26% | +3.62% | +6.26% | +26.71% | +24.48% |
| FY2016 | 2017-04-21 | 2017-04-21 | +2.37% | +0.33% | +11.04% | +11.03% | +5.23% |
| FY2015 | 2016-04-22 | 2016-04-22 | -0.43% | -0.51% | -0.92% | +2.82% | +12.16% |
| FY2014 | 2014-04-28 | 2014-04-28 | +1.18% | +2.62% | +4.42% | +17.77% | +60.74% |
| FY2012 | 2013-04-26 | 2013-04-26 | +0.67% | +3.15% | +4.22% | +7.21% | -3.68% |
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.