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positive_eps_streak on APOGEE ENTERPRISES, INC. (APOG)

SIC 3231 — Glass Products, Made of Purchased Glass · CIK 6845 · 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 APOG

FYFiling dateEvent date1d5d20d60d252d
FY20242025-04-242025-04-24-1.75%+0.00%-2.40%+7.10%
FY20232024-04-262024-04-26+0.45%+2.40%+8.43%+2.85%-35.03%
FY20222023-04-212023-04-21-0.90%-2.32%-10.43%+8.44%+44.52%
FY20212022-04-222022-04-22+0.46%-4.56%-11.30%-11.03%-6.30%
FY20202021-04-222021-04-22+2.12%+0.31%+6.95%+2.06%+38.11%
FY20192020-04-242020-04-24+5.55%+4.21%+7.86%+24.60%+97.58%
FY20182019-04-262019-04-26+1.63%+2.58%-1.35%+2.32%-49.40%
FY20172018-04-302018-04-30+2.97%+3.38%+5.12%+18.78%-0.63%
FY20162017-04-282017-04-28+2.40%+1.39%-2.22%-2.33%-23.70%
FY20152016-04-252016-04-25+0.81%-3.10%+3.07%+12.17%+28.15%
FY20142015-04-292015-04-29-0.98%+0.58%+2.01%+2.44%-19.55%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/6845/financials