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positive_eps_streak on PRA GROUP INC (PRAA)
SIC 6153 — Short-Term Business Credit Institutions · CIK 1185348 · 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 PRAA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-28 | 2023-02-28 | -0.21% | -2.56% | -10.36% | -52.68% | -39.94% |
| FY2021 | 2022-03-01 | 2022-03-01 | -2.73% | -3.60% | +1.13% | -18.89% | -5.88% |
| FY2020 | 2021-02-26 | 2021-02-26 | -0.46% | +1.60% | +1.17% | +4.15% | +24.96% |
| FY2019 | 2020-03-02 | 2020-03-02 | -1.43% | -6.95% | -27.24% | -5.99% | -4.77% |
| FY2018 | 2019-03-12 | 2019-03-12 | -0.81% | -1.02% | -3.33% | +6.04% | +26.43% |
| FY2017 | 2018-02-28 | 2018-02-28 | -2.22% | +2.87% | -2.74% | +2.87% | -19.77% |
| FY2016 | 2017-03-01 | 2017-03-01 | -1.67% | -7.93% | -10.01% | -0.70% | +4.17% |
| FY2015 | 2016-02-26 | 2016-02-26 | +7.82% | +22.49% | +25.54% | +16.75% | +85.15% |
| FY2014 | 2015-03-02 | 2015-03-02 | -1.09% | +2.57% | +8.63% | +15.35% | -50.57% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.18% | +2.40% | +5.13% | +2.60% | -7.27% |
| FY2012 | 2013-02-28 | 2013-02-28 | +2.02% | +5.34% | +8.54% | +25.82% | +39.13% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.06% | -1.10% | +4.79% | +1.43% | +70.98% |
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.