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positive_eps_streak on KOHLS Corp (KSS)
SIC 5311 — Retail-Department Stores · CIK 885639 · 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 KSS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-03-18 | 2021-03-18 | +2.39% | -4.93% | -1.38% | -11.48% | +6.25% |
| FY2019 | 2020-03-18 | 2020-03-18 | +10.20% | +13.53% | +12.96% | +48.94% | +287.94% |
| FY2018 | 2019-03-22 | 2019-03-22 | +2.54% | +2.60% | +0.63% | -28.27% | -78.91% |
| FY2017 | 2018-03-23 | 2018-03-23 | +2.89% | +1.13% | -3.79% | +22.53% | +15.09% |
| FY2016 | 2017-03-17 | 2017-03-17 | -4.77% | -7.61% | -3.90% | -4.71% | +64.82% |
| FY2015 | 2016-03-18 | 2016-03-18 | -0.54% | -2.86% | -8.47% | -27.45% | -16.08% |
| FY2014 | 2015-03-20 | 2015-03-20 | -0.05% | -0.44% | -0.41% | -17.34% | -34.35% |
| FY2013 | 2014-03-21 | 2014-03-21 | -0.27% | +2.17% | -2.19% | -4.26% | +39.18% |
| FY2012 | 2013-03-22 | 2013-03-22 | +0.15% | -1.68% | +2.20% | +13.98% | +23.40% |
| FY2011 | 2012-03-16 | 2012-03-16 | -3.28% | -4.51% | +0.75% | -11.14% | -4.53% |
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.