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positive_eps_streak on CORNING INC /NY (GLW)

SIC 3357 — Drawing & Insulating of Nonferrous Wire · CIK 24741 · 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 GLW

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+1.49%+6.09%-1.63%
FY20242025-02-132025-02-13+0.83%-1.19%-9.77%-9.35%+155.23%
FY20232024-02-122024-02-12-2.80%+0.34%+3.10%+6.36%+66.69%
FY20222023-02-132023-02-13-0.78%-2.97%-5.14%-11.56%-7.78%
FY20212022-02-142022-02-14+1.94%-0.41%-10.79%-14.96%-11.05%
FY20202021-02-122021-02-12+4.66%+2.90%+13.48%+23.16%+16.28%
FY20162017-02-062017-02-06-0.45%+0.07%+4.37%+8.28%+13.96%
FY20152016-02-122016-02-12+1.36%+1.63%+6.31%+3.30%+49.14%
FY20142015-02-132015-02-13-1.60%-0.88%-4.70%-15.63%-23.61%
FY20132014-02-102014-02-10+2.01%+3.53%+5.05%+13.88%+37.49%
FY20122013-02-132013-02-13+1.33%-2.11%+0.97%+19.02%+53.42%
FY20112012-02-132012-02-13-1.39%+0.73%+2.24%-1.58%-2.79%
FY20102011-02-102011-02-10+0.90%+3.61%-3.62%-5.79%-37.81%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/24741/financials