← positive_eps_streak (all companies) · AMWD (all signals) · all methodology
positive_eps_streak on AMERICAN WOODMARK CORP (AMWD)
SIC 2430 — Millwood, Veneer, Plywood, & Structural Wood Members · CIK 794619 · 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 AMWD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-06-25 | 2025-06-25 | +0.08% | +11.49% | +9.36% | +30.51% | — |
| FY2021 | 2021-06-29 | 2021-06-29 | -1.42% | -5.32% | -10.22% | -18.99% | -46.81% |
| FY2020 | 2020-06-29 | 2020-06-29 | +4.03% | +0.56% | +7.38% | +3.25% | +13.96% |
| FY2019 | 2019-06-28 | 2019-06-28 | -1.61% | -2.54% | -1.19% | +0.71% | -14.06% |
| FY2018 | 2018-06-29 | 2018-06-29 | +1.53% | +2.57% | -9.12% | -10.54% | -8.66% |
| FY2017 | 2017-06-29 | 2017-06-29 | +1.33% | +3.66% | +4.24% | -2.49% | -2.92% |
| FY2016 | 2016-06-29 | 2016-06-29 | +1.59% | +7.62% | +15.17% | +23.55% | +44.32% |
| FY2015 | 2015-06-30 | 2015-06-30 | -0.26% | -1.70% | +17.30% | +21.95% | +19.12% |
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.