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positive_eps_streak on DONALDSON Co INC (DCI)
SIC 3564 — Industrial & Commercial Fans & Blowers & Air Purifing Equip · CIK 29644 · 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 DCI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-09-26 | 2025-09-26 | +0.22% | +1.96% | +2.75% | +14.65% | — |
| FY2024 | 2024-09-27 | 2024-09-27 | -0.16% | -0.16% | +1.44% | -7.95% | +13.00% |
| FY2023 | 2023-09-22 | 2023-09-22 | +0.43% | -0.47% | -2.24% | +9.61% | +24.51% |
| FY2022 | 2022-09-23 | 2022-09-23 | -0.75% | -1.31% | +7.07% | +17.82% | +20.69% |
| FY2021 | 2021-09-24 | 2021-09-24 | -0.45% | -2.53% | -0.66% | -7.05% | -16.73% |
| FY2020 | 2020-09-25 | 2020-09-25 | +1.57% | +4.29% | +12.68% | +23.66% | +32.18% |
| FY2019 | 2019-09-27 | 2019-09-27 | +0.79% | -1.66% | +2.96% | +13.01% | -8.17% |
| FY2018 | 2018-10-01 | 2018-10-01 | -0.72% | -1.84% | -13.11% | -25.94% | -13.13% |
| FY2017 | 2017-09-22 | 2017-09-22 | +1.43% | +1.12% | +3.83% | +7.88% | +32.11% |
| FY2016 | 2016-09-23 | 2016-09-23 | +0.71% | +1.83% | -1.01% | +18.27% | +27.71% |
| FY2015 | 2015-11-10 | 2015-11-10 | +0.68% | -4.23% | -8.76% | -1.88% | +28.96% |
| FY2014 | 2014-09-26 | 2014-09-26 | +0.12% | -1.71% | -1.59% | -4.48% | -31.85% |
| FY2013 | 2013-09-27 | 2013-09-27 | +0.21% | +0.58% | +6.75% | +14.21% | +9.29% |
| FY2012 | 2012-09-28 | 2012-09-28 | -0.46% | +0.00% | -7.20% | -5.33% | +12.16% |
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.