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positive_eps_streak on Prestige Consumer Healthcare Inc. (PBH)
SIC 2834 — Pharmaceutical Preparations · CIK 1295947 · 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 PBH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-05-05 | 2023-05-05 | -2.07% | -2.91% | -7.37% | +8.46% | +15.11% |
| FY2018 | 2019-05-13 | 2019-05-13 | +0.36% | -1.82% | +1.36% | +7.95% | +31.17% |
| FY2017 | 2018-05-10 | 2018-05-10 | +1.62% | -0.68% | +1.13% | +7.15% | -14.35% |
| FY2016 | 2017-05-17 | 2017-05-17 | -1.91% | -0.54% | +4.36% | +1.49% | -30.31% |
| FY2015 | 2016-05-17 | 2016-05-17 | -0.24% | +0.15% | -4.37% | -13.92% | -8.59% |
| FY2014 | 2015-05-14 | 2015-05-14 | -0.92% | +0.62% | +3.89% | +11.40% | +28.38% |
| FY2013 | 2014-05-19 | 2014-05-19 | -0.72% | +2.74% | +0.24% | +2.56% | +28.79% |
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.