← positive_eps_streak (all companies) · QVCD (all signals) · all methodology
positive_eps_streak on QVC INC (QVCD)
SIC 5961 — Retail-Catalog & Mail-Order Houses · CIK 1254699 · 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 QVCD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-25 | 2022-02-25 | -2.09% | -6.05% | -5.84% | -11.88% | -31.77% |
| FY2020 | 2021-02-26 | 2021-02-26 | +0.28% | +0.88% | +2.87% | +3.27% | -0.25% |
| FY2019 | 2020-02-26 | 2020-02-26 | +0.71% | +3.96% | -20.71% | -12.06% | +6.03% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.70% | -0.75% | +0.50% | +3.03% | +6.68% |
| FY2017 | 2018-03-02 | 2018-09-18 | -2.86% | -0.41% | -6.96% | -10.56% | +9.20% |
| FY2016 | 2017-02-28 | 2018-09-18 | -2.86% | -0.41% | -6.96% | -10.56% | +9.20% |
| FY2015 | 2016-02-29 | 2018-09-18 | -2.86% | -0.41% | -6.96% | -10.56% | +9.20% |
| FY2014 | 2015-02-27 | 2018-09-18 | -2.86% | -0.41% | -6.96% | -10.56% | +9.20% |
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.