← positive_eps_streak (all companies) · NKE (all signals) · all methodology
positive_eps_streak on NIKE, Inc. (NKE)
SIC 3021 — Rubber & Plastics Footwear · CIK 320187 · 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 NKE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-07-17 | 2025-07-17 | -0.70% | +3.34% | +4.67% | -10.17% | — |
| FY2024 | 2024-07-25 | 2024-07-25 | +1.61% | +3.42% | +16.80% | +16.64% | +12.04% |
| FY2023 | 2023-07-20 | 2023-07-20 | +1.42% | +0.13% | -2.31% | -6.77% | -29.39% |
| FY2022 | 2022-07-21 | 2022-07-21 | -2.24% | +0.55% | +3.93% | -21.34% | -1.37% |
| FY2021 | 2021-07-20 | 2021-07-20 | +0.84% | +3.02% | +6.84% | -1.99% | -29.87% |
| FY2020 | 2020-07-24 | 2020-07-24 | -1.24% | -0.83% | +11.50% | +29.75% | +69.12% |
| FY2019 | 2019-07-23 | 2019-07-23 | +0.00% | +0.58% | -7.12% | +9.72% | +15.28% |
| FY2018 | 2018-07-25 | 2018-07-25 | +1.28% | +0.49% | +7.10% | -1.78% | +14.68% |
| FY2017 | 2017-07-20 | 2017-07-20 | +1.44% | -1.61% | -2.77% | -13.44% | +31.87% |
| FY2016 | 2016-07-21 | 2016-07-21 | -0.46% | -2.70% | +0.39% | -9.17% | +6.56% |
| FY2015 | 2015-07-23 | 2015-07-23 | -0.89% | +0.89% | -1.49% | +14.74% | +0.57% |
| FY2014 | 2014-07-25 | 2014-07-25 | +0.87% | -1.21% | +2.02% | +14.73% | +45.42% |
| FY2013 | 2013-07-23 | 2013-07-23 | -0.89% | -0.54% | +2.28% | +18.32% | +24.00% |
| FY2012 | 2012-07-24 | 2012-07-24 | +0.59% | +0.42% | +3.11% | +5.34% | +36.59% |
| FY2011 | 2011-07-22 | 2011-07-22 | -0.85% | -1.70% | -14.32% | -0.40% | +2.67% |
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.