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positive_eps_streak on NATHANS FAMOUS, INC. (NATH)

SIC 5812 — Retail-Eating Places · CIK 69733 · 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 NATH

FYFiling dateEvent date1d5d20d60d252d
FY20242025-06-102025-06-10-0.17%-3.96%+0.19%-8.38%
FY20232024-06-122024-06-12-1.56%-1.51%+2.38%+10.27%+61.76%
FY20222023-06-082023-06-08-1.08%-2.24%-1.22%-11.80%-12.43%
FY20212022-06-102022-06-10-1.21%-0.24%+5.96%+24.13%+59.46%
FY20202021-06-112021-06-11-0.44%-0.22%-1.79%-7.14%-23.97%
FY20192020-06-122020-06-12+5.36%+5.73%-6.66%-10.59%+23.29%
FY20182019-06-142019-06-14-0.09%+1.74%+12.24%+2.63%-7.80%
FY20172018-06-082018-06-08-1.52%+5.82%+11.98%+0.62%-26.73%
FY20162017-06-092017-06-09+1.61%+1.21%+2.91%+3.87%+50.02%
FY20152016-06-102016-06-10-5.52%-6.46%+4.98%+13.69%+41.78%
FY20142015-06-122015-06-12-7.69%-2.68%-11.65%-19.00%+3.12%
FY20132014-06-132014-06-13+4.90%+6.20%-2.71%+13.30%+7.12%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/69733/financials