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positive_eps_streak on Restaurant Brands International Limited Partnership (RSTRF)
SIC 5812 — Retail-Eating Places · CIK 1618755 · 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 RSTRF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | +0.00% | +0.00% | +9.71% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +0.00% | +6.01% | +7.78% | +11.16% | +13.83% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.00% | +0.00% | +6.62% | -1.91% | -18.56% |
| FY2022 | 2023-02-22 | 2023-02-22 | +0.00% | +0.00% | -4.18% | +8.57% | +18.78% |
| FY2021 | 2022-02-23 | 2022-02-23 | -6.27% | -6.27% | +5.56% | -5.85% | +28.81% |
| FY2020 | 2021-02-23 | 2021-02-23 | +0.00% | +3.60% | +14.23% | +17.54% | -2.34% |
| FY2019 | 2020-02-21 | 2020-02-21 | +0.00% | -11.50% | -50.60% | -28.34% | -9.22% |
| FY2018 | 2019-02-22 | 2019-02-22 | -1.00% | -1.26% | +1.40% | +1.33% | +6.78% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.00% | -2.18% | -1.16% | -2.02% | +9.95% |
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.