← positive_eps_streak (all companies) · VFC (all signals) · all methodology
positive_eps_streak on V F CORP (VFC)
SIC 2320 — Men's & Boys' Furnishgs, Work Clothg, & Allied Garments · CIK 103379 · 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 VFC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-05-23 | 2024-05-23 | +3.09% | +10.94% | +23.71% | +40.53% | +12.41% |
| FY2022 | 2023-05-25 | 2023-05-25 | +3.44% | +3.84% | +7.32% | +10.34% | -26.21% |
| FY2021 | 2022-05-26 | 2022-05-26 | +2.68% | +2.48% | -1.76% | -10.27% | -62.09% |
| FY2020 | 2021-05-27 | 2021-05-27 | +0.15% | -0.72% | +4.76% | -2.91% | -36.78% |
| FY2019 | 2020-05-27 | 2020-05-27 | -5.45% | +2.93% | -4.39% | -1.20% | +30.72% |
| FY2017 | 2018-02-28 | 2018-02-28 | -1.17% | -1.43% | -0.58% | +10.94% | +19.79% |
| FY2016 | 2017-03-01 | 2017-03-01 | +0.97% | +0.77% | +7.23% | +1.49% | +43.60% |
| FY2015 | 2016-03-02 | 2016-03-02 | +0.08% | -1.62% | -1.75% | -5.83% | -17.47% |
| FY2014 | 2015-03-03 | 2015-03-03 | -0.26% | -3.13% | -1.38% | -6.92% | -11.91% |
| FY2013 | 2014-02-26 | 2014-02-26 | -1.40% | +0.05% | +1.78% | +4.79% | +30.68% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.25% | +1.98% | +3.72% | +15.69% | +49.51% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.81% | -0.24% | +2.43% | -2.56% | +14.21% |
| FY2010 | 2011-03-02 | 2011-03-02 | +1.73% | +4.52% | +6.15% | +4.88% | +60.39% |
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.