← positive_eps_streak (all companies) · NUS (all signals) · all methodology
positive_eps_streak on NU SKIN ENTERPRISES, INC. (NUS)
SIC 5122 — Wholesale-Drugs, Proprietaries & Druggists' Sundries · CIK 1021561 · 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 NUS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-15 | 2024-02-15 | -0.94% | -8.53% | -3.65% | -1.76% | -41.98% |
| FY2022 | 2023-02-16 | 2023-02-16 | +0.64% | -5.09% | -11.29% | -13.10% | -68.16% |
| FY2021 | 2022-02-16 | 2022-02-16 | -1.43% | -14.34% | -15.87% | -16.01% | -18.75% |
| FY2020 | 2021-02-11 | 2021-02-11 | -8.97% | -7.52% | -1.42% | +11.08% | -3.14% |
| FY2019 | 2020-02-13 | 2020-02-13 | +1.60% | -0.43% | -33.83% | +15.61% | +69.42% |
| FY2018 | 2019-02-14 | 2019-02-14 | -0.57% | +1.59% | -5.37% | -16.62% | -50.43% |
| FY2017 | 2018-02-16 | 2018-02-16 | +3.32% | +5.32% | +4.89% | +13.20% | -7.84% |
| FY2016 | 2017-02-27 | 2017-02-27 | -1.06% | +0.60% | +8.31% | +10.23% | +45.38% |
| FY2015 | 2016-02-18 | 2016-02-18 | -1.68% | +6.83% | +30.93% | +35.10% | +99.40% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.72% | +4.75% | +15.27% | -2.40% | -38.02% |
| FY2013 | 2014-03-18 | 2014-03-18 | -5.83% | +12.78% | +5.03% | -3.73% | -23.02% |
| FY2012 | 2013-02-27 | 2013-02-27 | +2.85% | +4.72% | +11.06% | +53.83% | +113.30% |
| FY2011 | 2012-02-28 | 2012-02-28 | +3.16% | +1.61% | +8.52% | -23.35% | -23.92% |
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.