← positive_eps_streak (all companies) · ATKR (all signals) · all methodology
positive_eps_streak on Atkore Inc. (ATKR)
SIC 3690 — Miscellaneous Electrical Machinery, Equipment & Supplies · CIK 1666138 · 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 ATKR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-11-21 | 2024-11-21 | +5.34% | +10.77% | -1.69% | -22.12% | -22.11% |
| FY2023 | 2023-11-17 | 2023-11-17 | -0.89% | -0.65% | +19.60% | +13.06% | -33.82% |
| FY2022 | 2022-11-18 | 2022-11-18 | +0.99% | -0.27% | -2.29% | +25.54% | +11.28% |
| FY2021 | 2021-11-18 | 2021-11-18 | +0.04% | -5.18% | -6.47% | -3.95% | +3.94% |
| FY2020 | 2020-11-19 | 2020-11-19 | -0.44% | +16.75% | +23.81% | +79.50% | +226.94% |
| FY2019 | 2019-11-22 | 2019-11-22 | +2.28% | +2.09% | -0.25% | +2.01% | -9.80% |
| FY2018 | 2018-11-28 | 2018-11-28 | -1.99% | -7.12% | -6.55% | +10.59% | +98.10% |
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.