← positive_eps_streak (all companies) · GFF (all signals) · all methodology
positive_eps_streak on GRIFFON CORP (GFF)
SIC 3442 — Metal Doors, Sash, Frames, Moldings & Trim · CIK 50725 · 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 GFF
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-19 | 2025-11-19 | -1.81% | +8.55% | +12.11% | +29.65% | — |
| FY2021 | 2021-11-17 | 2021-11-17 | -1.01% | +5.53% | -0.99% | -13.05% | +40.16% |
| FY2020 | 2020-11-13 | 2020-11-13 | -1.52% | +6.24% | +2.52% | +26.10% | +48.18% |
| FY2019 | 2019-11-22 | 2019-11-22 | +3.91% | -3.12% | -1.48% | -2.01% | -0.11% |
| FY2018 | 2018-11-19 | 2018-11-19 | +2.28% | +1.18% | -8.65% | +51.60% | +89.83% |
| FY2017 | 2017-11-20 | 2017-11-20 | +2.92% | +5.72% | -6.90% | -9.16% | -41.79% |
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.