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positive_eps_streak on UNIFI INC (UFI)
SIC 2200 — Textile Mill Products · CIK 100726 · 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 UFI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2019-08-29 | 2019-08-29 | -0.10% | +6.54% | +15.16% | +22.64% | -32.61% |
| FY2018 | 2018-08-22 | 2018-08-22 | +0.00% | -1.37% | -11.94% | -17.61% | -40.24% |
| FY2017 | 2017-09-01 | 2017-09-01 | +1.92% | +4.64% | +15.97% | +19.24% | +0.38% |
| FY2016 | 2016-08-26 | 2016-08-26 | +0.87% | +5.52% | +13.89% | +21.83% | +24.77% |
| FY2015 | 2015-09-03 | 2015-09-03 | -0.11% | -0.18% | +0.53% | +4.63% | -6.77% |
| FY2014 | 2014-09-10 | 2014-09-10 | +3.29% | +5.96% | +5.93% | +0.18% | +2.24% |
| FY2013 | 2013-09-10 | 2013-09-10 | -1.24% | -0.72% | -3.80% | +12.11% | +18.00% |
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.