← positive_eps_streak (all companies) · SHOO (all signals) · all methodology
positive_eps_streak on STEVEN MADDEN, LTD. (SHOO)
SIC 3140 — Footwear, (No Rubber) · CIK 913241 · 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 SHOO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | +0.67% | -5.61% | -7.95% | — | — |
| FY2024 | 2025-03-03 | 2025-03-03 | -3.28% | -7.37% | -11.87% | -15.28% | +21.89% |
| FY2023 | 2024-03-04 | 2024-03-04 | +0.51% | -2.95% | -2.43% | +1.28% | -29.86% |
| FY2019 | 2020-03-02 | 2020-03-02 | -1.53% | -6.08% | -29.69% | -20.78% | +9.15% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.55% | -1.67% | +3.54% | -6.51% | +0.72% |
| FY2017 | 2018-11-09 | 2018-11-09 | -0.96% | -1.30% | -8.82% | +3.98% | +35.46% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.61% | +0.27% | +2.41% | +0.54% | +17.54% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.68% | -0.42% | +0.56% | -7.29% | +5.17% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.71% | -3.13% | +2.04% | +5.60% | -2.64% |
| FY2013 | 2014-02-27 | 2014-02-27 | -0.33% | -0.19% | -3.12% | -12.39% | -0.16% |
| FY2012 | 2013-03-01 | 2013-03-01 | +0.44% | +3.65% | -1.31% | +8.35% | +24.54% |
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.