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positive_eps_streak on SIRIUS XM HOLDINGS INC. (SIRI)
SIC 4832 — Radio Broadcasting Stations · CIK 908937 · 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 SIRI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-01 | 2024-02-01 | -1.15% | -4.08% | -17.92% | -39.06% | -51.34% |
| FY2022 | 2023-02-02 | 2023-02-02 | -1.51% | -9.38% | -19.43% | -28.34% | -0.89% |
| FY2018 | 2019-01-30 | 2019-01-30 | -1.52% | +0.84% | +0.37% | -2.17% | +22.43% |
| FY2017 | 2018-01-31 | 2018-01-31 | +0.00% | -1.62% | +3.13% | +3.30% | -1.44% |
| FY2016 | 2017-02-02 | 2017-02-02 | +1.27% | -0.63% | +7.81% | +4.64% | +29.67% |
| FY2015 | 2016-02-02 | 2016-02-02 | -1.96% | -6.16% | +7.00% | +9.80% | +33.94% |
| FY2014 | 2015-02-05 | 2015-02-05 | +0.81% | +5.69% | +5.69% | +5.42% | -7.32% |
| FY2013 | 2014-02-04 | 2014-02-04 | -2.56% | +1.42% | +0.85% | -8.52% | +2.56% |
| FY2012 | 2013-02-06 | 2013-02-06 | -0.32% | +1.27% | +1.58% | +6.33% | +9.18% |
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.