← positive_eps_streak (all companies) · TBI (all signals) · all methodology
positive_eps_streak on TrueBlue, Inc. (TBI)
SIC 7363 — Services-Help Supply Services · CIK 768899 · 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 TBI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-24 | 2020-02-24 | -5.17% | -7.13% | -17.54% | -5.74% | +35.65% |
| FY2015 | 2016-02-22 | 2016-02-22 | -2.63% | +0.57% | +9.95% | -17.18% | +13.94% |
| FY2014 | 2015-02-23 | 2015-02-23 | +3.64% | +9.48% | +15.44% | +32.44% | +1.23% |
| FY2013 | 2014-02-20 | 2014-02-20 | +0.53% | +3.85% | +7.73% | -1.87% | -13.56% |
| FY2012 | 2013-02-21 | 2013-02-21 | +1.56% | +4.02% | +13.14% | +21.14% | +41.58% |
| FY2011 | 2012-02-23 | 2012-02-23 | -0.18% | -0.88% | +0.29% | -9.91% | +10.62% |
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.