← positive_eps_streak (all companies) · AVD (all signals) · all methodology
positive_eps_streak on AMERICAN VANGUARD CORP (AVD)
SIC 2870 — Agricultural Chemicals · CIK 5981 · 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 AVD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-03-28 | 2024-03-28 | -1.16% | -3.55% | -11.43% | -33.05% | -65.83% |
| FY2022 | 2023-03-16 | 2023-03-16 | +0.52% | +3.03% | +1.47% | -17.18% | -44.13% |
| FY2021 | 2022-03-14 | 2022-03-14 | -2.10% | +10.48% | +22.99% | +39.72% | +15.83% |
| FY2020 | 2021-03-31 | 2021-03-31 | +2.50% | -2.50% | -1.37% | -13.62% | -2.11% |
| FY2019 | 2020-03-10 | 2020-03-10 | -7.88% | -12.27% | -10.52% | -10.19% | +41.76% |
| FY2018 | 2019-03-12 | 2019-03-12 | -3.02% | -7.82% | -10.78% | -33.36% | -26.74% |
| FY2017 | 2018-03-14 | 2018-03-14 | +1.32% | -2.43% | -2.33% | +4.96% | -19.21% |
| FY2016 | 2017-03-07 | 2017-03-07 | -1.95% | +0.65% | +2.69% | +10.17% | +28.01% |
| FY2015 | 2016-03-02 | 2016-03-02 | +6.07% | +8.94% | +5.27% | -7.61% | +10.28% |
| FY2014 | 2015-02-27 | 2015-02-27 | -1.24% | -10.03% | -5.41% | +20.99% | +12.10% |
| FY2013 | 2014-02-28 | 2014-02-28 | -4.00% | -1.62% | -5.35% | -31.71% | -49.34% |
| FY2012 | 2013-03-01 | 2013-03-01 | +8.63% | +9.36% | +2.90% | +8.72% | -24.75% |
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.