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positive_eps_streak on BRC Group Holdings, Inc. (RILY)
SIC 6282 — Investment Advice · CIK 1464790 · 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 RILY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-05-06 | 2022-05-06 | -4.08% | -3.32% | +9.45% | +11.45% | -16.26% |
| FY2020 | 2021-03-04 | 2021-03-04 | -9.04% | +1.07% | -2.84% | +30.85% | +27.09% |
| FY2019 | 2020-03-10 | 2020-03-10 | -5.47% | -10.23% | -21.94% | +7.19% | +205.12% |
| FY2018 | 2019-03-06 | 2019-03-06 | +0.47% | +0.65% | +3.32% | +19.37% | +47.45% |
| FY2017 | 2018-03-14 | 2018-03-14 | -0.26% | +4.56% | +4.29% | +11.58% | -6.30% |
| FY2013 | 2014-03-31 | 2014-03-31 | +0.00% | -27.59% | -6.90% | +39.66% | +107.60% |
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.