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positive_eps_streak on GRAFTECH INTERNATIONAL LTD (EAF)
SIC 3620 — Electrical Industrial Apparatus · CIK 931148 · 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 EAF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-14 | 2023-02-14 | +1.82% | +1.64% | -12.02% | -24.23% | -74.08% |
| FY2021 | 2022-02-22 | 2022-02-22 | -0.93% | +1.66% | +7.46% | -16.58% | -41.59% |
| FY2020 | 2021-02-23 | 2021-02-23 | +1.43% | -7.88% | -10.35% | +8.92% | -22.90% |
| FY2019 | 2020-02-21 | 2020-02-21 | -5.94% | -16.98% | -28.98% | -32.85% | +29.02% |
| FY2012 | 2013-02-26 | 2018-04-19 | +7.27% | +12.46% | +31.90% | +19.80% | -8.16% |
| FY2011 | 2012-02-23 | 2018-04-19 | +7.27% | +12.46% | +31.90% | +19.80% | -8.16% |
| FY2010 | 2011-05-13 | 2018-04-19 | +7.27% | +12.46% | +31.90% | +19.80% | -8.16% |
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.