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positive_eps_streak on Allegion plc (ALLE)
SIC 7381 — Services-Detective, Guard & Armored Car Services · CIK 1579241 · 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 ALLE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | -0.05% | -2.34% | -9.96% | — | — |
| FY2024 | 2025-02-18 | 2025-02-18 | +0.55% | +3.18% | +2.08% | +12.53% | +29.07% |
| FY2023 | 2024-02-20 | 2024-02-20 | -0.72% | -2.10% | +1.08% | -2.77% | -2.30% |
| FY2022 | 2023-02-22 | 2023-02-22 | +0.57% | -0.65% | -7.81% | -1.93% | +15.95% |
| FY2021 | 2022-02-15 | 2022-02-15 | -1.58% | -6.43% | -0.19% | -4.70% | +3.03% |
| FY2020 | 2021-02-16 | 2021-02-16 | -0.46% | -0.93% | +10.83% | +23.67% | +8.95% |
| FY2019 | 2020-02-18 | 2020-02-18 | -2.38% | -7.71% | -23.42% | -30.09% | -17.66% |
| FY2018 | 2019-02-19 | 2019-02-19 | -0.08% | +0.70% | +1.09% | +14.44% | +50.58% |
| FY2017 | 2018-02-20 | 2018-02-20 | +1.24% | +1.53% | +0.21% | -9.87% | +4.01% |
| FY2016 | 2017-02-17 | 2017-02-17 | +1.69% | +0.45% | +2.90% | +7.34% | +17.86% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.38% | +0.09% | -0.61% | +5.43% | +16.06% |
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.