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positive_eps_streak on GRAPHIC PACKAGING HOLDING CO (GPK)

SIC 2650 — Paperboard Containers & Boxes · CIK 1408075 · 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 GPK

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-022026-03-02-4.16%-8.50%-19.15%
FY20242025-02-122025-02-12+0.64%+2.46%-0.83%-15.31%-51.98%
FY20232024-02-212024-02-21+1.64%-0.53%+4.37%+7.32%+3.96%
FY20222023-02-092023-02-09+1.34%+2.03%+2.41%+12.25%+10.63%
FY20212022-02-222022-02-22-2.71%-1.23%-1.53%+2.03%+17.80%
FY20202021-02-162021-02-16-0.67%-2.67%+9.34%+14.28%+15.07%
FY20192020-02-112020-02-11+0.93%-1.85%-19.21%-19.92%+6.12%
FY20182019-02-132019-02-13-1.03%+0.00%-0.67%+8.72%+32.69%
FY20172018-02-232018-02-23+2.55%-1.37%-4.31%-1.29%-18.07%
FY20162017-02-082017-02-08+0.99%+4.33%-2.36%+8.40%+13.48%
FY20152016-02-122016-02-12+0.69%-0.95%+10.77%+13.44%+13.46%
FY20142015-02-052015-02-05-1.26%+0.33%-2.59%-3.05%-23.92%
FY20132014-02-062014-02-06+3.67%+10.06%+9.54%+8.60%+55.97%
FY20122013-02-072013-02-07+1.26%+4.76%+5.87%+5.73%+38.32%

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/1408075/financials