← positive_eps_streak (all companies) · ROST (all signals) · all methodology
positive_eps_streak on ROSS STORES, INC. (ROST)
SIC 5651 — Retail-Family Clothing Stores · CIK 745732 · 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 ROST
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-31 | 2026-03-31 | +1.53% | +3.62% | — | — | — |
| FY2024 | 2025-04-01 | 2025-04-01 | +2.52% | -1.71% | +7.66% | -0.65% | +72.08% |
| FY2023 | 2024-04-02 | 2024-04-02 | -1.50% | -2.62% | -9.83% | +1.93% | -7.71% |
| FY2022 | 2023-03-28 | 2023-03-28 | -0.65% | +5.23% | +1.51% | +5.69% | +43.87% |
| FY2021 | 2022-03-29 | 2022-03-29 | -3.08% | -2.51% | +5.97% | -18.55% | +9.36% |
| FY2020 | 2021-03-30 | 2021-03-30 | -0.39% | +2.52% | +6.76% | +2.56% | -19.75% |
| FY2019 | 2020-03-31 | 2020-03-31 | -6.76% | -2.48% | +11.59% | -3.10% | +38.20% |
| FY2018 | 2019-04-02 | 2019-04-02 | +1.30% | +4.04% | +2.26% | +7.51% | -12.62% |
| FY2017 | 2018-04-03 | 2018-04-03 | +3.19% | +2.52% | +4.17% | +11.67% | +25.97% |
| FY2016 | 2017-03-28 | 2017-03-28 | +0.44% | -3.21% | -1.09% | -14.69% | +16.99% |
| FY2015 | 2016-03-29 | 2016-03-29 | +0.43% | -0.33% | -0.84% | -6.06% | +14.25% |
| FY2014 | 2015-03-31 | 2015-03-31 | -1.27% | -1.29% | -5.32% | -5.26% | +10.95% |
| FY2013 | 2014-04-01 | 2014-04-01 | +0.82% | -1.71% | -6.61% | -9.19% | +44.12% |
| FY2012 | 2013-04-02 | 2013-04-02 | -0.25% | +0.34% | +11.21% | +7.54% | +23.98% |
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.