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positive_eps_streak on DANA Inc (DAN)
SIC 3714 — Motor Vehicle Parts & Accessories · CIK 26780 · 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 DAN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-14 | 2020-02-14 | -1.71% | -9.51% | -63.77% | -42.61% | +29.74% |
| FY2018 | 2019-02-15 | 2019-02-15 | +4.92% | +7.38% | -2.18% | -13.07% | -7.43% |
| FY2017 | 2018-02-14 | 2018-02-14 | -0.66% | -2.48% | -8.33% | -16.65% | -31.88% |
| FY2016 | 2017-02-10 | 2017-02-10 | +0.66% | -1.28% | -1.47% | +8.57% | +56.06% |
| FY2015 | 2016-02-18 | 2016-02-18 | -2.94% | -1.63% | +14.50% | -2.50% | +60.86% |
| FY2014 | 2015-02-20 | 2015-02-20 | -1.77% | -3.36% | -6.68% | -1.84% | -45.25% |
| FY2013 | 2014-02-21 | 2014-02-21 | -0.33% | +1.64% | +4.88% | +0.46% | +5.08% |
| FY2012 | 2013-02-21 | 2013-02-21 | +0.06% | +1.70% | +7.66% | +10.90% | +31.04% |
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.