← positive_eps_streak (all companies) · TZOO (all signals) · all methodology
positive_eps_streak on TRAVELZOO (TZOO)
SIC 7310 — Services-Advertising · CIK 1133311 · 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 TZOO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-11 | 2026-03-11 | -2.93% | -0.77% | -2.31% | — | — |
| FY2024 | 2025-03-19 | 2025-03-19 | -0.43% | +3.17% | -12.04% | -9.88% | -55.08% |
| FY2023 | 2024-03-22 | 2024-03-22 | +7.21% | +1.97% | -8.49% | -22.80% | +41.26% |
| FY2019 | 2020-03-20 | 2020-03-20 | -11.17% | +2.29% | +26.36% | +102.58% | +336.96% |
| FY2018 | 2019-03-11 | 2019-03-11 | +0.68% | +12.29% | +6.33% | +30.62% | -34.31% |
| FY2017 | 2018-03-16 | 2018-03-16 | -3.50% | -0.70% | -1.40% | +153.85% | +99.16% |
| FY2016 | 2017-03-15 | 2017-03-15 | -3.26% | +0.54% | +5.98% | +14.13% | -21.74% |
| FY2012 | 2013-02-11 | 2013-02-11 | +0.23% | -0.47% | +3.15% | +25.83% | +6.11% |
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.