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positive_eps_streak on SONIC AUTOMOTIVE INC (SAH)
SIC 5500 — Retail-Auto Dealers & Gasoline Stations · CIK 1043509 · 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 SAH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-23 | 2026-02-23 | +0.16% | -2.04% | +0.76% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +0.12% | -4.51% | -15.39% | -4.19% | -5.78% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.82% | +2.16% | +6.74% | +15.45% | +38.21% |
| FY2019 | 2020-02-21 | 2020-02-21 | +5.94% | -0.36% | -60.64% | -14.16% | +56.56% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.68% | +1.69% | -1.89% | +27.95% | +93.45% |
| FY2017 | 2018-02-28 | 2018-02-28 | -1.79% | +1.28% | -7.12% | +9.26% | -21.91% |
| FY2016 | 2017-02-27 | 2017-02-27 | -4.82% | -7.24% | -12.51% | -19.98% | -11.17% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.79% | +0.67% | -5.45% | -15.63% | +18.17% |
| FY2014 | 2015-02-27 | 2015-02-27 | +1.42% | -4.89% | +0.23% | -5.36% | -22.18% |
| FY2013 | 2014-03-03 | 2014-03-03 | +3.45% | +3.41% | -4.12% | +12.18% | +6.47% |
| FY2012 | 2013-03-26 | 2013-03-26 | -1.43% | -7.16% | -7.03% | -9.32% | -3.41% |
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.