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positive_eps_streak on ROCKY BRANDS, INC. (RCKY)
SIC 3140 — Footwear, (No Rubber) · CIK 895456 · 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 RCKY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-11 | 2026-03-11 | +0.78% | -4.50% | +0.25% | — | — |
| FY2024 | 2025-03-17 | 2025-03-17 | -2.06% | +0.33% | -30.84% | +22.79% | +130.31% |
| FY2023 | 2024-03-15 | 2024-03-15 | +1.67% | +5.17% | +4.07% | +51.80% | -22.84% |
| FY2022 | 2023-03-10 | 2023-03-10 | -0.13% | -5.53% | +2.73% | -17.60% | +13.43% |
| FY2021 | 2022-03-15 | 2022-03-15 | +0.45% | +0.11% | -9.74% | -15.84% | -46.13% |
| FY2020 | 2021-03-16 | 2021-03-16 | -0.10% | -5.36% | +19.75% | +11.30% | -5.51% |
| FY2019 | 2020-03-06 | 2020-03-06 | -11.30% | -15.17% | -29.89% | -14.88% | +89.48% |
| FY2015 | 2016-03-03 | 2016-03-03 | +1.12% | -0.48% | +2.47% | -8.36% | -12.85% |
| FY2013 | 2014-03-06 | 2014-03-06 | +0.82% | +1.49% | +7.10% | +7.40% | +56.60% |
| FY2012 | 2013-03-04 | 2013-03-04 | +1.30% | +1.96% | -0.14% | +12.36% | +0.91% |
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.