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positive_eps_streak on SPORTSMAN'S WAREHOUSE HOLDINGS, INC. (SPWH)
SIC 5940 — Retail-Miscellaneous Shopping Goods Stores · CIK 1132105 · 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 SPWH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-04-04 | 2024-04-04 | +0.79% | -10.03% | -12.80% | -41.16% | -56.73% |
| FY2022 | 2023-04-13 | 2023-04-13 | -0.42% | -16.23% | -12.21% | -18.31% | -55.48% |
| FY2021 | 2022-03-30 | 2022-03-30 | -6.23% | -6.14% | -11.84% | -9.47% | -25.61% |
| FY2020 | 2021-04-02 | 2021-04-05 | -0.34% | +0.54% | +0.51% | +1.14% | -38.13% |
| FY2019 | 2020-04-09 | 2020-04-09 | -2.94% | +3.38% | +12.79% | +112.65% | +159.04% |
| FY2018 | 2019-03-29 | 2019-03-29 | +1.04% | +8.54% | -3.54% | -22.92% | +30.00% |
| FY2017 | 2018-03-29 | 2018-03-29 | -2.21% | +22.30% | +25.74% | +40.44% | +18.87% |
| FY2016 | 2017-03-24 | 2017-03-24 | -4.31% | +3.02% | -3.23% | +16.81% | -18.75% |
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.