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positive_eps_streak on SHENANDOAH TELECOMMUNICATIONS CO/VA/ (SHEN)
SIC 4813 — Telephone Communications (No Radiotelephone) · CIK 354963 · 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 SHEN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-28 | 2022-02-28 | -9.62% | -8.10% | +3.22% | +2.91% | -13.00% |
| FY2020 | 2021-02-25 | 2021-02-25 | -0.16% | +0.81% | +8.51% | +13.91% | -20.85% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.97% | -2.82% | -10.38% | +2.73% | -6.00% |
| FY2015 | 2016-02-26 | 2016-02-26 | +5.55% | +7.73% | +11.36% | +29.27% | +28.16% |
| FY2014 | 2015-02-27 | 2015-02-27 | +1.31% | -2.58% | +9.08% | +11.31% | +67.77% |
| FY2013 | 2014-03-03 | 2014-03-03 | +5.41% | +4.55% | +20.53% | +1.19% | +12.46% |
| FY2012 | 2013-03-05 | 2013-03-05 | +2.04% | +6.34% | +0.28% | +19.73% | +104.10% |
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.