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positive_eps_streak on SIGNET JEWELERS LTD (SIG)

SIC 5944 — Retail-Jewelry Stores · CIK 832988 · 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 SIG

FYFiling dateEvent date1d5d20d60d252d
FY20262026-03-192026-03-19-0.57%-1.83%+5.61%
FY20242025-03-192025-03-19-0.62%+6.85%-3.07%+35.76%+58.66%
FY20182019-04-032019-04-03+1.80%-8.78%-16.81%-34.65%-76.12%
FY20172018-04-022018-04-02-1.72%+4.13%+7.76%+62.42%-20.39%
FY20162017-03-162017-03-16-0.89%-0.90%-3.18%-12.62%-42.67%
FY20152016-03-242016-03-24+1.10%+2.10%-7.83%-29.00%-43.12%
FY20142015-03-262015-03-26+0.99%+3.23%+2.22%-1.62%-8.46%
FY20132014-03-272014-03-27+0.89%+1.98%-5.42%+4.20%+30.65%
FY20122013-03-282013-03-28+0.82%+0.06%+0.24%-2.56%+59.46%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/832988/financials