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positive_eps_streak on SPDR GOLD TRUST (GLD)
SIC 6221 — Commodity Contracts Brokers & Dealers · CIK 1222333 · 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 GLD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-25 | 2025-11-25 | +0.80% | +1.79% | +8.38% | +24.87% | — |
| FY2013 | 2013-11-26 | 2013-11-26 | -0.30% | +0.12% | -2.57% | +7.84% | -3.89% |
| FY2012 | 2012-11-28 | 2012-11-28 | +0.38% | -1.46% | -3.24% | -6.20% | -28.27% |
| FY2011 | 2011-11-22 | 2011-11-22 | -0.29% | +2.92% | -4.93% | +3.45% | +2.49% |
| FY2010 | 2010-11-22 | 2010-11-22 | +0.70% | +1.45% | +1.38% | +1.17% | +22.49% |
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.