← positive_eps_streak (all companies) · PNTG (all signals) · all methodology
positive_eps_streak on Pennant Group, Inc. (PNTG)
SIC 8000 — Services-Health Services · CIK 1766400 · 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 PNTG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +10.56% | +9.22% | +0.23% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | -10.85% | -9.55% | -0.47% | +8.73% | +32.42% |
| FY2023 | 2024-02-28 | 2024-02-28 | +10.49% | +11.97% | +17.54% | +34.24% | +33.47% |
| FY2022 | 2023-02-23 | 2023-02-23 | +10.80% | +20.56% | -0.48% | -1.04% | +33.44% |
| FY2021 | 2022-02-28 | 2022-02-28 | -7.57% | -4.25% | +1.97% | +6.83% | -7.38% |
| FY2020 | 2021-02-24 | 2021-02-24 | -9.36% | -14.79% | -21.01% | -42.04% | -75.97% |
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.