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positive_eps_streak on RH (RH)
SIC 5712 — Retail-Furniture Stores · CIK 1528849 · 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 RH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-04-02 | 2025-04-02 | -40.09% | -22.99% | -25.90% | -24.20% | -52.42% |
| FY2023 | 2024-03-28 | 2024-03-28 | -3.88% | -20.09% | -28.53% | -38.29% | -31.36% |
| FY2022 | 2023-03-29 | 2023-03-29 | -3.29% | -5.51% | +3.68% | +20.90% | +36.24% |
| FY2021 | 2022-03-30 | 2022-03-30 | -2.45% | +0.24% | +5.60% | -23.41% | -27.14% |
| FY2017 | 2018-03-29 | 2018-03-29 | -6.13% | -6.71% | -1.58% | +53.16% | +8.48% |
| FY2016 | 2017-03-29 | 2017-03-29 | +2.91% | +4.81% | +11.61% | +36.10% | +118.13% |
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.