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positive_eps_streak on Zumiez Inc (ZUMZ)
SIC 5600 — Retail-Apparel & Accessory Stores · CIK 1318008 · 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 ZUMZ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-14 | 2024-03-14 | -7.67% | -0.20% | -0.61% | +24.24% | -2.78% |
| FY2022 | 2023-03-20 | 2023-03-20 | +2.43% | -4.97% | +0.50% | -19.38% | -18.39% |
| FY2021 | 2022-03-14 | 2022-03-14 | +1.56% | -0.02% | -5.44% | -25.98% | -51.80% |
| FY2020 | 2021-03-15 | 2021-03-15 | -1.72% | -3.75% | +0.75% | +5.74% | -10.70% |
| FY2019 | 2020-03-16 | 2020-03-16 | -6.56% | -7.42% | +15.59% | +45.86% | +139.41% |
| FY2018 | 2019-03-18 | 2019-03-18 | -1.02% | -4.36% | +7.95% | -7.66% | -29.18% |
| FY2017 | 2018-03-19 | 2018-03-19 | +1.71% | +5.34% | +1.71% | +14.96% | +0.00% |
| FY2016 | 2017-03-13 | 2017-03-13 | -0.28% | -1.41% | -3.39% | -27.68% | +12.99% |
| FY2015 | 2016-03-14 | 2016-03-14 | -4.01% | -2.08% | -13.45% | -21.17% | -10.41% |
| FY2014 | 2015-03-19 | 2015-03-19 | +1.71% | -1.33% | -16.45% | -37.91% | -49.69% |
| FY2013 | 2014-03-18 | 2014-03-18 | +0.99% | -1.47% | -4.09% | +12.27% | +51.55% |
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.