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positive_eps_streak on Dorman Products, Inc. (DORM)
SIC 3714 — Motor Vehicle Parts & Accessories · CIK 868780 · 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 DORM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | -1.64% | -7.24% | -11.28% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +2.71% | +0.57% | -2.22% | -2.29% | -9.42% |
| FY2023 | 2024-02-28 | 2024-02-28 | +1.41% | -2.04% | +4.86% | -2.52% | +41.21% |
| FY2022 | 2023-03-01 | 2023-03-01 | +0.65% | -6.56% | -7.16% | -6.62% | +2.79% |
| FY2021 | 2022-02-22 | 2022-02-22 | -5.30% | -2.05% | +1.86% | +2.75% | -3.29% |
| FY2020 | 2021-02-22 | 2021-02-22 | -0.47% | +0.38% | +4.30% | -2.92% | -8.95% |
| FY2019 | 2020-02-26 | 2020-02-26 | -1.97% | -8.35% | -19.45% | +2.87% | +54.20% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.87% | -1.17% | +2.60% | -1.96% | -22.71% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.94% | +1.41% | -9.80% | -7.36% | +13.80% |
| FY2016 | 2017-02-27 | 2017-02-27 | -0.61% | +3.17% | +0.64% | +4.18% | -9.60% |
| FY2015 | 2016-02-23 | 2016-02-23 | +1.87% | +3.08% | +9.02% | +7.21% | +58.74% |
| FY2014 | 2015-02-25 | 2015-02-25 | -1.33% | -0.82% | +6.56% | +6.87% | +13.83% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.81% | +4.98% | +5.28% | -4.58% | -19.23% |
| FY2012 | 2013-03-01 | 2013-03-01 | +0.14% | +3.60% | +2.95% | +28.35% | +60.46% |
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.