← positive_eps_streak (all companies) · RIME (all signals) · all methodology
positive_eps_streak on Algorhythm Holdings, Inc. (RIME)
SIC 7373 — Services-Computer Integrated Systems Design · CIK 923601 · 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 RIME
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-08-13 | 2020-08-13 | +0.00% | -3.70% | +18.52% | -3.70% | +25.93% |
| FY2018 | 2019-07-01 | 2019-07-01 | +3.57% | +21.43% | +3.57% | -10.71% | -50.00% |
| FY2017 | 2018-06-28 | 2018-06-28 | +0.00% | +0.00% | +17.65% | +14.71% | -17.65% |
| FY2016 | 2017-06-29 | 2017-06-29 | -5.45% | -5.45% | +0.00% | -18.18% | -38.18% |
| FY2015 | 2016-06-29 | 2016-06-29 | +0.00% | +0.00% | +15.62% | +31.25% | +71.88% |
| FY2014 | 2015-06-29 | 2015-06-29 | +5.88% | +17.65% | -5.88% | +11.76% | +88.24% |
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.