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positive_eps_streak on GENUINE PARTS CO (GPC)

SIC 5013 — Wholesale-Motor Vehicle Supplies & New Parts · CIK 40987 · 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 GPC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20-1.61%+1.02%-17.62%
FY20242025-02-212025-02-21+0.45%+2.67%-1.54%+7.01%+0.83%
FY20232024-02-222024-02-22+1.20%+2.83%+8.42%+5.33%-13.26%
FY20192020-02-212020-02-21-0.51%-9.32%-41.96%-18.93%+12.44%
FY20182019-02-252019-02-25+0.15%-1.03%-0.71%-8.32%-13.46%
FY20172018-02-272018-02-27-0.78%-0.03%-3.52%-0.75%+21.07%
FY20162017-02-272017-02-27-0.49%-2.08%-2.85%-5.06%-0.86%
FY20152016-02-262016-02-26-1.22%+3.35%+7.97%+3.43%+8.29%
FY20142015-02-262015-02-26-0.47%-1.75%-3.73%-2.47%-2.80%
FY20132014-02-272014-02-27+1.50%+1.01%-2.62%-0.97%+13.56%
FY20122013-02-262013-02-26+1.78%+5.07%+12.44%+19.43%+29.39%
FY20112012-02-272012-02-27+0.63%+0.92%+0.79%+0.35%+17.88%
FY20102011-02-252011-02-25+0.69%+0.76%+1.72%+3.88%+22.92%

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/40987/financials