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positive_eps_streak on OneMain Holdings, Inc. (OMF)
SIC 6141 — Personal Credit Institutions · CIK 1584207 · 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 OMF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-06 | 2026-02-06 | +0.75% | -7.67% | -10.83% | — | — |
| FY2024 | 2025-02-07 | 2025-02-07 | -1.33% | +2.64% | -16.03% | -12.78% | +17.84% |
| FY2023 | 2024-02-13 | 2024-02-13 | +2.33% | +3.82% | +9.25% | +17.23% | +38.33% |
| FY2022 | 2023-02-10 | 2023-02-10 | +0.99% | +0.21% | -19.69% | -15.95% | +10.82% |
| FY2021 | 2022-02-11 | 2022-02-11 | -0.38% | +0.54% | -17.76% | -21.40% | -5.71% |
| FY2020 | 2021-02-09 | 2021-02-09 | -3.64% | -6.77% | +4.67% | +9.77% | +16.23% |
| FY2019 | 2020-02-14 | 2020-02-14 | -0.33% | -3.01% | -44.66% | -56.24% | +32.19% |
| FY2018 | 2019-02-15 | 2019-02-15 | +2.18% | -0.41% | +1.19% | -1.71% | +52.45% |
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.