← positive_eps_streak (all companies) · UAA (all signals) · all methodology
positive_eps_streak on Under Armour, Inc. (UAA)
SIC 2300 — Apparel & Other Finishd Prods of Fabrics & Similar Matl · CIK 1336917 · 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 UAA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-22 | 2025-05-22 | +2.61% | +2.91% | +5.37% | -22.09% | — |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.65% | -3.41% | -12.41% | -11.86% | -21.46% |
| FY2015 | 2016-02-22 | 2016-02-22 | -0.73% | +3.21% | +5.45% | -9.01% | -46.28% |
| FY2014 | 2015-02-20 | 2015-02-20 | +1.12% | +2.64% | +8.53% | +5.10% | +8.08% |
| FY2013 | 2014-02-21 | 2014-02-21 | +2.26% | +0.42% | +6.64% | -15.87% | +34.66% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.43% | +5.01% | +6.56% | +33.73% | +144.27% |
| FY2011 | 2012-02-27 | 2012-02-27 | +0.64% | +5.46% | +13.54% | +8.26% | +13.08% |
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.