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positive_eps_streak on Vera Bradley, Inc. (VRA)
SIC 3100 — Leather & Leather Products · CIK 1495320 · 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 VRA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-28 | 2023-03-28 | -0.68% | -0.51% | -13.87% | +3.89% | +15.06% |
| FY2021 | 2022-03-29 | 2022-03-29 | -3.72% | -10.04% | -21.69% | -39.53% | -26.64% |
| FY2020 | 2021-03-30 | 2021-03-30 | +0.10% | +5.35% | +13.18% | +23.19% | -20.02% |
| FY2019 | 2020-03-31 | 2020-03-31 | -13.59% | -0.97% | +33.25% | +2.91% | +145.15% |
| FY2018 | 2019-04-02 | 2019-04-02 | -1.28% | -5.96% | -6.42% | -13.81% | -73.13% |
| FY2017 | 2018-04-03 | 2018-04-03 | +1.31% | +2.91% | +3.47% | +36.34% | +22.82% |
| FY2016 | 2017-03-28 | 2017-03-28 | +2.43% | -5.19% | +2.98% | -6.19% | +17.24% |
| FY2015 | 2016-03-29 | 2016-03-29 | -0.55% | -4.85% | -12.69% | -25.99% | -54.77% |
| FY2014 | 2015-03-31 | 2015-03-31 | -1.36% | -0.68% | -10.72% | -28.59% | +25.32% |
| FY2013 | 2014-04-02 | 2014-04-02 | -1.57% | -1.11% | +1.64% | -21.74% | -42.34% |
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.