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positive_eps_streak on FEDERAL SIGNAL CORP /DE/ (FSS)
SIC 3711 — Motor Vehicles & Passenger Car Bodies · CIK 277509 · 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 FSS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | -1.50% | -2.19% | -6.63% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +2.11% | +1.14% | -0.58% | +16.79% | +46.41% |
| FY2023 | 2024-02-27 | 2024-02-27 | -2.35% | -5.69% | -2.05% | +3.29% | -2.98% |
| FY2022 | 2023-03-01 | 2023-03-01 | -2.64% | -4.51% | -7.93% | -7.54% | +40.42% |
| FY2021 | 2022-03-01 | 2022-03-01 | +2.82% | +3.36% | +3.54% | +2.21% | +69.17% |
| FY2020 | 2021-02-25 | 2021-02-25 | -0.41% | +0.52% | +3.03% | +13.91% | -1.00% |
| FY2019 | 2020-02-27 | 2020-02-27 | -4.10% | +2.48% | -6.76% | -7.14% | +21.74% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.16% | -1.14% | +5.10% | -0.30% | +19.34% |
| FY2017 | 2018-02-28 | 2018-02-28 | -1.22% | +5.40% | +1.93% | +13.72% | +16.27% |
| FY2016 | 2017-02-28 | 2017-02-28 | +3.76% | -1.28% | -7.22% | +7.94% | +46.08% |
| FY2015 | 2016-02-29 | 2016-02-29 | -4.30% | +10.12% | +9.78% | +9.45% | +27.51% |
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.