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positive_eps_streak on PETMED EXPRESS INC (PETS)
SIC 5912 — Retail-Drug Stores and Proprietary Stores · CIK 1040130 · 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 PETS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-04-15 | 2024-04-15 | +1.46% | -1.46% | +13.14% | -5.35% | -26.03% |
| FY2021 | 2022-05-24 | 2022-05-24 | +4.00% | +4.29% | +5.68% | +10.21% | -25.31% |
| FY2020 | 2021-05-25 | 2021-05-25 | +4.57% | +65.56% | +27.43% | -1.51% | -21.73% |
| FY2019 | 2020-05-26 | 2020-05-26 | +5.48% | +2.85% | +2.57% | -5.50% | -19.32% |
| FY2018 | 2019-05-28 | 2019-05-28 | +0.22% | +1.00% | -14.79% | -3.68% | +119.69% |
| FY2017 | 2018-05-29 | 2018-05-29 | -0.16% | +3.09% | +22.71% | +1.02% | -50.59% |
| FY2016 | 2017-05-23 | 2017-05-23 | -0.50% | +2.39% | +15.12% | +33.21% | +10.30% |
| FY2015 | 2016-05-24 | 2016-05-24 | +0.00% | +1.65% | -1.81% | +7.88% | +88.11% |
| FY2014 | 2015-05-22 | 2015-05-22 | +0.49% | +2.70% | +7.60% | +4.42% | +20.30% |
| FY2013 | 2014-05-27 | 2014-05-27 | -0.30% | -1.48% | -2.52% | +6.94% | +29.01% |
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.