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positive_eps_streak on El Pollo Loco Holdings, Inc. (LOCO)
SIC 5812 — Retail-Eating Places · CIK 1606366 · 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 LOCO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-13 | 2026-03-13 | +4.72% | +11.24% | +8.96% | — | — |
| FY2024 | 2025-03-07 | 2025-03-07 | -1.88% | -5.08% | -12.43% | +0.75% | +4.52% |
| FY2023 | 2024-03-08 | 2024-03-08 | +0.92% | -1.95% | +6.55% | +21.72% | +20.80% |
| FY2022 | 2023-03-10 | 2023-03-10 | +1.94% | +1.20% | -15.82% | -12.30% | -20.26% |
| FY2021 | 2022-03-11 | 2022-03-11 | -5.87% | +2.02% | -0.96% | -5.70% | +13.64% |
| FY2017 | 2018-03-09 | 2018-03-09 | +1.93% | -2.90% | -8.21% | +8.70% | +24.15% |
| FY2016 | 2017-03-10 | 2017-03-10 | -1.81% | +5.43% | +11.31% | +22.17% | -4.52% |
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.