← positive_eps_streak (all companies) · SNBR (all signals) · all methodology
positive_eps_streak on Sleep Number Corp (SNBR)
SIC 2510 — Household Furniture · CIK 827187 · 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 SNBR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-24 | 2023-02-24 | -3.42% | -0.82% | -26.35% | -49.81% | -57.42% |
| FY2021 | 2022-03-01 | 2022-03-01 | +4.57% | +3.18% | -10.71% | -29.71% | -41.69% |
| FY2020 | 2021-03-02 | 2021-03-02 | -1.23% | -5.26% | +2.13% | -24.03% | -56.53% |
| FY2019 | 2020-02-25 | 2020-02-25 | -3.22% | -13.70% | -53.43% | -40.75% | +151.15% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.55% | +5.68% | +8.24% | -23.61% | +17.24% |
| FY2017 | 2018-02-27 | 2018-02-27 | +1.32% | +9.21% | +0.50% | -17.09% | +28.42% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.93% | +5.03% | +1.12% | +27.99% | +51.89% |
| FY2015 | 2016-03-01 | 2016-03-01 | +2.00% | +7.22% | +7.72% | +24.67% | +34.28% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.50% | -0.87% | +3.27% | -6.04% | -44.24% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.11% | +1.40% | -2.25% | +6.01% | +76.92% |
| FY2012 | 2013-02-21 | 2013-02-21 | +0.59% | +0.79% | -7.61% | +8.69% | -12.52% |
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.