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positive_eps_streak on NATURAL ALTERNATIVES INTERNATIONAL INC (NAII)
SIC 2833 — Medicinal Chemicals & Botanical Products · CIK 787253 · 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 NAII
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-09-21 | 2023-09-21 | +4.12% | +0.63% | -4.28% | +4.28% | +2.85% |
| FY2019 | 2019-09-24 | 2019-09-24 | -16.14% | -13.71% | -8.63% | -16.65% | -24.87% |
| FY2018 | 2018-09-19 | 2018-09-19 | +3.42% | +2.59% | -1.55% | +2.18% | +5.60% |
| FY2017 | 2017-09-18 | 2017-09-18 | -2.34% | -0.93% | -0.93% | -3.27% | -10.28% |
| FY2016 | 2016-09-19 | 2016-09-19 | +18.01% | +18.01% | +34.84% | +10.73% | +2.85% |
| FY2015 | 2015-09-18 | 2015-09-18 | -3.13% | -0.94% | +6.09% | +32.34% | +58.75% |
| FY2014 | 2014-09-25 | 2014-09-25 | +15.03% | +21.39% | +19.65% | +3.08% | +22.16% |
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.