← positive_eps_streak (all companies) · ACCO (all signals) · all methodology
positive_eps_streak on ACCO BRANDS Corp (ACCO)
SIC 2780 — Blankbooks, Looseleaf Binders & Bookbindg & Relatd Work · CIK 712034 · 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 ACCO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-23 | 2022-02-23 | -1.63% | -0.81% | -4.74% | -15.06% | -34.45% |
| FY2020 | 2021-04-12 | 2021-04-12 | +2.38% | +2.73% | +8.09% | -1.67% | -4.85% |
| FY2019 | 2020-02-27 | 2020-02-27 | -1.48% | -0.74% | -36.29% | -23.83% | +3.91% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.32% | -2.91% | -7.47% | -15.08% | -9.84% |
| FY2017 | 2018-02-28 | 2018-02-28 | -1.98% | +2.37% | -1.58% | +1.98% | -25.07% |
| FY2016 | 2017-02-27 | 2017-02-27 | -3.60% | -5.76% | -6.83% | -19.06% | -5.76% |
| FY2015 | 2016-02-24 | 2016-02-24 | -0.28% | +6.66% | +17.89% | +32.32% | +94.87% |
| FY2014 | 2015-02-25 | 2015-02-25 | -0.66% | -0.93% | +5.71% | +2.92% | -4.52% |
| FY2013 | 2014-02-25 | 2014-02-25 | -0.69% | +4.82% | +8.43% | +3.10% | +29.60% |
| FY2012 | 2013-02-28 | 2013-02-28 | -2.00% | +0.93% | -10.93% | -3.47% | -21.07% |
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.