← positive_eps_streak (all companies) · M (all signals) · all methodology
positive_eps_streak on Macy's, Inc. (M)
SIC 5311 — Retail-Department Stores · CIK 794367 · 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 M
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-27 | 2026-03-27 | -2.01% | +1.06% | — | — | — |
| FY2024 | 2025-03-21 | 2025-03-21 | +5.29% | -3.25% | -18.73% | -13.10% | +45.21% |
| FY2020 | 2021-03-29 | 2021-03-29 | +4.41% | +1.58% | +9.83% | +18.34% | +64.42% |
| FY2019 | 2020-03-30 | 2020-03-30 | -8.57% | +4.84% | +11.55% | +26.26% | +208.57% |
| FY2018 | 2019-04-03 | 2019-04-03 | +5.61% | +0.61% | -4.79% | -11.24% | -79.93% |
| FY2017 | 2018-04-04 | 2018-04-04 | +2.79% | -3.39% | +4.15% | +29.16% | -9.38% |
| FY2016 | 2017-03-29 | 2017-03-29 | +0.65% | -1.54% | +0.82% | -22.63% | +8.01% |
| FY2015 | 2016-03-30 | 2016-03-30 | -0.02% | -5.74% | -7.01% | -23.44% | -30.68% |
| FY2014 | 2015-04-01 | 2015-04-01 | +3.67% | +3.90% | -1.25% | +7.28% | -32.42% |
| FY2013 | 2014-04-02 | 2014-04-02 | -0.07% | -2.97% | -6.12% | -2.73% | +14.23% |
| FY2012 | 2013-04-03 | 2013-04-03 | +2.76% | +4.65% | +5.45% | +14.18% | +45.92% |
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.