← positive_eps_streak (all companies) · QVCGA (all signals) · all methodology
positive_eps_streak on QVC Group, Inc. (QVCGA)
SIC 5961 — Retail-Catalog & Mail-Order Houses · CIK 1355096 · 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 QVCGA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-02-28 | 2019-02-28 | +4.22% | -4.55% | -11.66% | -26.71% | -62.13% |
| FY2017 | 2018-03-01 | 2018-03-01 | -3.14% | -1.36% | -8.66% | -23.39% | -33.19% |
| FY2016 | 2017-02-28 | 2017-02-28 | +0.69% | -0.37% | +4.13% | +23.94% | +52.91% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.25% | +2.22% | -3.62% | +0.43% | -22.37% |
| FY2014 | 2015-02-27 | 2015-02-27 | -0.10% | -1.86% | -1.96% | -5.35% | -14.05% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.23% | +0.48% | -1.99% | +0.00% | +19.38% |
| FY2012 | 2013-02-28 | 2013-02-28 | -0.34% | +2.87% | +2.30% | +9.96% | +39.78% |
| FY2011 | 2012-02-23 | 2012-02-23 | +0.00% | +2.23% | +4.57% | -7.23% | +11.85% |
| FY2010 | 2011-02-28 | 2011-02-28 | -0.37% | -0.12% | -1.74% | +7.16% | +16.00% |
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.