← positive_eps_streak (all companies) · TLYS (all signals) · all methodology
positive_eps_streak on TILLY'S, INC. (TLYS)
SIC 5600 — Retail-Apparel & Accessory Stores · CIK 1524025 · 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 TLYS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-04-01 | 2021-04-01 | +3.12% | +9.26% | +7.39% | +51.23% | -5.52% |
| FY2019 | 2020-04-01 | 2020-04-01 | -2.42% | +20.70% | +58.33% | +44.35% | +201.88% |
| FY2018 | 2019-03-29 | 2019-03-29 | +1.62% | +1.80% | +7.82% | -30.73% | -57.22% |
| FY2017 | 2018-03-30 | 2018-04-02 | +1.24% | +3.82% | -0.44% | +35.17% | +7.09% |
| FY2016 | 2017-03-20 | 2017-03-20 | -4.11% | -3.44% | -6.56% | +13.33% | +40.40% |
| FY2015 | 2016-03-30 | 2016-03-30 | +0.45% | +0.30% | -4.65% | -10.06% | +47.75% |
| FY2014 | 2015-04-01 | 2015-04-01 | +0.31% | +2.12% | -16.68% | -37.85% | -57.65% |
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.