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positive_eps_streak on DUCOMMUN INC /DE/ (DCO)
SIC 3728 — Aircraft Parts & Auxiliary Equipment, NEC · CIK 30305 · 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 DCO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-27 | 2025-02-27 | +2.09% | +0.09% | +4.25% | +17.97% | +126.89% |
| FY2023 | 2024-02-22 | 2024-02-22 | -0.20% | -2.45% | +4.33% | +18.79% | +25.39% |
| FY2022 | 2023-02-16 | 2023-02-16 | -1.72% | +1.74% | -8.05% | -11.22% | -10.49% |
| FY2021 | 2022-02-23 | 2022-02-23 | +2.08% | +7.83% | +11.49% | -11.30% | +16.80% |
| FY2020 | 2021-02-11 | 2021-02-11 | -0.91% | -1.71% | +11.49% | +0.82% | -22.38% |
| FY2019 | 2020-02-20 | 2020-02-20 | +33.09% | +2.08% | -54.92% | -40.24% | +28.91% |
| FY2018 | 2019-02-28 | 2019-02-28 | +9.05% | +6.27% | +3.23% | +13.65% | +5.23% |
| FY2014 | 2015-04-10 | 2015-04-10 | +2.78% | +1.45% | -1.03% | -21.61% | -53.75% |
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.