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positive_eps_streak on ASTRONICS CORP (ATRO)
SIC 3728 — Aircraft Parts & Auxiliary Equipment, NEC · CIK 8063 · 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 ATRO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-03-02 | 2020-03-02 | -2.77% | -17.56% | -58.01% | -53.71% | -22.95% |
| FY2018 | 2019-03-01 | 2019-03-01 | -4.76% | -8.38% | -7.34% | +18.41% | -42.74% |
| FY2017 | 2018-03-01 | 2018-03-01 | +2.20% | +2.45% | -4.73% | -10.19% | +1.53% |
| FY2016 | 2017-08-31 | 2017-08-31 | -0.46% | +0.84% | +13.16% | +50.86% | +65.50% |
| FY2015 | 2016-02-24 | 2016-02-24 | +3.13% | +20.42% | +28.27% | +22.25% | +36.26% |
| FY2014 | 2015-02-27 | 2015-02-27 | +2.06% | -0.59% | +3.61% | +3.02% | -47.41% |
| FY2013 | 2014-03-07 | 2014-03-07 | -2.84% | -8.40% | -14.02% | -21.28% | +24.91% |
| FY2012 | 2013-02-22 | 2013-02-22 | -0.79% | -0.29% | +4.66% | +16.64% | +187.04% |
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.