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positive_eps_streak on SAGA COMMUNICATIONS INC (SGA)
SIC 4832 — Radio Broadcasting Stations · CIK 886136 · 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 SGA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-31 | 2025-03-31 | -0.56% | -6.17% | -8.50% | +4.21% | +1.88% |
| FY2023 | 2024-03-15 | 2024-03-15 | -2.82% | +0.35% | -2.56% | -24.89% | -39.03% |
| FY2019 | 2020-03-13 | 2020-03-13 | -4.96% | -14.34% | +0.33% | -5.69% | -0.40% |
| FY2018 | 2019-03-15 | 2019-03-15 | +0.15% | -1.38% | -2.70% | -11.98% | -17.69% |
| FY2017 | 2018-03-13 | 2018-03-13 | +1.17% | -0.91% | -4.15% | +0.64% | -8.50% |
| FY2016 | 2017-03-10 | 2017-03-10 | +0.90% | -2.59% | +1.30% | +0.01% | -18.78% |
| FY2015 | 2016-03-14 | 2016-03-14 | -1.53% | +5.04% | +0.24% | +10.35% | +30.27% |
| FY2014 | 2015-03-13 | 2015-03-13 | +0.88% | +4.32% | -2.00% | -4.40% | +0.05% |
| FY2013 | 2014-03-17 | 2014-03-17 | +0.74% | +2.84% | -6.93% | -14.09% | -10.62% |
| FY2012 | 2013-03-15 | 2013-03-15 | -0.51% | +0.55% | -2.61% | +1.86% | +14.91% |
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.