← positive_eps_streak (all companies) · USNA (all signals) · all methodology

positive_eps_streak on USANA HEALTH SCIENCES INC (USNA)

SIC 2833 — Medicinal Chemicals & Botanical Products · CIK 896264 · 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 USNA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-162026-03-16+0.68%-0.91%+5.53%
FY20242025-03-122025-03-12-6.58%-15.29%-22.24%-9.63%-46.66%
FY20232024-02-272024-02-27-0.15%-2.85%-1.25%+0.89%-38.52%
FY20222023-02-282023-02-28+1.73%-0.44%+3.39%+2.12%-20.60%
FY20212022-03-012022-03-01+1.65%-0.93%-8.66%-21.15%-28.52%
FY20202021-03-022021-03-02+1.35%-2.21%-1.72%+6.27%-11.23%
FY20192020-02-252020-02-25-1.23%+4.28%-15.69%+26.63%+40.96%
FY20182019-02-262019-02-26-1.56%-0.86%-13.22%-24.28%-34.21%
FY20172018-02-282018-02-28-0.59%+6.22%+11.58%+53.14%+28.39%
FY20162017-03-012017-03-01-3.43%-4.60%-3.01%+7.53%+27.11%
FY20152016-03-012016-03-01+0.10%+5.34%+6.61%+9.37%+6.52%
FY20142015-03-172015-03-17+2.51%+9.44%+21.93%+36.71%+18.37%
FY20132014-03-132014-03-13+0.70%-6.80%+10.56%+3.37%+39.33%
FY20122013-03-112013-03-11-0.36%+0.09%+1.30%+38.01%+55.02%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/896264/financials