← positive_eps_streak (all companies) · BC (all signals) · all methodology
positive_eps_streak on BRUNSWICK CORP (BC)
SIC 3510 — Engines & Turbines · CIK 14930 · 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 BC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-14 | 2025-02-14 | -1.20% | -4.47% | -9.06% | -19.76% | +39.93% |
| FY2023 | 2024-02-16 | 2024-02-16 | +0.89% | +1.11% | +1.15% | -1.67% | -24.38% |
| FY2022 | 2023-02-16 | 2023-02-16 | +0.75% | -0.40% | -13.70% | -11.17% | +0.54% |
| FY2018 | 2019-02-19 | 2019-02-19 | +0.75% | +2.20% | +1.89% | -4.15% | +26.97% |
| FY2017 | 2018-02-20 | 2018-02-20 | +1.66% | -0.51% | +6.51% | +8.42% | -8.54% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.68% | +1.54% | +1.49% | -4.71% | -2.57% |
| FY2015 | 2016-02-17 | 2016-02-17 | -1.15% | -2.11% | +6.22% | +12.09% | +43.82% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.07% | -1.31% | -6.75% | -2.84% | -18.98% |
| FY2013 | 2014-02-14 | 2014-02-14 | -0.23% | +0.93% | +5.02% | -4.05% | +31.54% |
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.