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positive_eps_streak on Ollie's Bargain Outlet Holdings, Inc. (OLLI)
SIC 5331 — Retail-Variety Stores · CIK 1639300 · 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 OLLI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-19 | 2026-03-19 | -2.73% | -11.03% | -6.80% | — | — |
| FY2024 | 2025-03-26 | 2025-03-26 | +4.53% | +9.27% | -2.52% | +19.45% | -17.50% |
| FY2023 | 2024-03-27 | 2024-03-27 | +0.95% | -9.72% | -5.67% | +24.11% | +47.63% |
| FY2022 | 2023-03-24 | 2023-03-24 | -0.14% | -0.28% | +12.65% | +2.29% | +30.98% |
| FY2021 | 2022-03-25 | 2022-03-25 | -2.41% | -0.83% | +13.70% | +33.90% | +31.96% |
| FY2020 | 2021-03-24 | 2021-03-24 | +3.70% | +6.14% | +15.84% | +4.89% | -50.38% |
| FY2019 | 2020-03-25 | 2020-03-25 | +1.75% | +7.87% | +43.96% | +145.00% | +103.98% |
| FY2018 | 2019-03-29 | 2019-03-29 | +1.02% | +5.11% | +12.81% | +1.43% | -46.34% |
| FY2017 | 2018-04-04 | 2018-04-04 | -1.65% | +2.65% | +4.30% | +20.68% | +45.05% |
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.