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positive_eps_streak on NEW YORK TIMES CO (NYT)

SIC 2711 — Newspapers: Publishing or Publishing & Printing · CIK 71691 · 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 NYT

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+0.79%+0.81%+3.76%
FY20242025-02-272025-02-27+0.44%-1.07%+2.30%+16.15%+70.10%
FY20232024-02-202024-02-20+0.21%+1.41%+0.14%+11.23%+12.26%
FY20222023-02-282023-02-28+0.60%-0.99%-2.57%-6.83%+16.23%
FY20212022-02-232022-02-23+5.64%+9.85%+12.50%-16.20%-2.30%
FY20202021-02-252021-02-25-1.46%-2.83%-7.05%-19.49%-17.33%
FY20192020-02-272020-02-27+1.02%+0.78%-11.35%+3.52%+38.81%
FY20182019-02-262019-02-26+2.68%+3.70%+0.59%+6.88%+16.14%
FY20172018-02-272018-02-27-2.63%-1.41%-6.46%-6.31%+33.62%
FY20162017-02-222017-02-22-1.99%-2.33%-5.32%+12.27%+68.66%
FY20152016-02-242016-02-24+0.08%+2.49%+0.16%-4.44%+19.99%
FY20142015-02-242015-02-24-0.07%-1.63%-4.54%+1.36%-10.60%

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/71691/financials