← positive_eps_streak (all companies) · GM (all signals) · all methodology
positive_eps_streak on General Motors Co (GM)
SIC 3711 — Motor Vehicles & Passenger Car Bodies · CIK 1467858 · 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 GM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-27 | 2026-01-27 | -1.71% | -0.78% | -4.57% | -8.88% | — |
| FY2024 | 2025-01-28 | 2025-01-28 | -0.52% | -2.94% | -3.16% | -6.08% | +74.17% |
| FY2023 | 2024-01-30 | 2024-01-30 | +1.70% | -0.31% | +6.50% | +19.93% | +30.99% |
| FY2022 | 2023-01-31 | 2023-01-31 | -0.05% | +5.29% | -1.53% | -16.59% | -0.09% |
| FY2021 | 2022-02-02 | 2022-02-02 | -0.73% | -5.20% | -16.07% | -29.14% | -22.77% |
| FY2020 | 2021-02-10 | 2021-02-10 | -2.51% | -4.96% | +2.64% | +7.49% | -7.58% |
| FY2016 | 2017-02-07 | 2017-02-07 | +0.11% | +6.10% | +7.27% | -4.59% | +25.76% |
| FY2015 | 2016-02-03 | 2016-02-03 | -0.97% | -4.18% | +7.43% | +11.34% | +29.60% |
| FY2014 | 2015-02-04 | 2015-02-04 | +1.17% | +5.14% | +4.97% | -0.33% | -16.71% |
| FY2013 | 2014-02-06 | 2014-02-06 | +2.50% | -0.09% | +6.98% | -0.49% | +5.80% |
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.