← positive_eps_streak (all companies) · NCMI (all signals) · all methodology
positive_eps_streak on National CineMedia, Inc. (NCMI)
SIC 7310 — Services-Advertising · CIK 1377630 · 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 NCMI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-20 | 2020-02-20 | +17.13% | +0.75% | -61.29% | -65.68% | -34.50% |
| FY2018 | 2019-02-22 | 2019-02-22 | -1.01% | -0.76% | -6.30% | -4.05% | +20.67% |
| FY2017 | 2018-03-19 | 2018-03-19 | -1.72% | -6.17% | +2.54% | +39.87% | +43.31% |
| FY2016 | 2017-02-24 | 2017-02-24 | +4.22% | +5.96% | +5.64% | -33.15% | -28.12% |
| FY2015 | 2016-02-26 | 2016-02-26 | +0.67% | +0.88% | -0.49% | -4.24% | -9.97% |
| FY2014 | 2015-02-27 | 2015-02-27 | +1.05% | +0.79% | +0.19% | +5.87% | +3.93% |
| FY2013 | 2014-02-21 | 2014-02-21 | -1.14% | -2.66% | +0.97% | +3.16% | +1.05% |
| FY2012 | 2013-02-22 | 2013-02-22 | +0.40% | +2.14% | +2.22% | +17.47% | +10.11% |
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.