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positive_eps_streak on MARRIOTT VACATIONS WORLDWIDE Corp (VAC)
SIC 6531 — Real Estate Agents & Managers (For Others) · CIK 1524358 · 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 VAC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-28 | 2025-02-28 | -2.73% | -2.24% | -11.33% | -7.74% | -5.63% |
| FY2023 | 2024-02-27 | 2024-02-27 | +0.93% | -1.92% | +7.95% | -0.05% | -17.12% |
| FY2019 | 2020-03-02 | 2020-03-02 | -2.02% | -13.85% | -43.19% | -1.57% | +71.65% |
| FY2018 | 2019-03-01 | 2019-03-01 | +0.38% | -4.07% | -7.24% | -7.81% | +1.25% |
| FY2017 | 2018-02-27 | 2018-02-27 | +1.72% | +5.68% | -2.77% | -14.15% | -28.26% |
| FY2016 | 2017-02-23 | 2017-02-23 | +1.65% | -2.93% | +0.43% | +14.02% | +50.12% |
| FY2015 | 2016-02-25 | 2016-02-25 | -0.75% | +1.74% | +6.68% | -6.00% | +63.91% |
| FY2014 | 2015-02-26 | 2015-02-26 | +0.50% | +2.60% | +5.87% | +17.06% | -18.13% |
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.