← positive_eps_streak (all companies) · GPRE (all signals) · all methodology
positive_eps_streak on Green Plains Inc. (GPRE)
SIC 2860 — Industrial Organic Chemicals · CIK 1309402 · 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 GPRE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-02-20 | 2019-02-20 | +1.44% | +2.48% | +11.23% | +3.14% | -9.27% |
| FY2017 | 2018-02-14 | 2018-02-14 | +0.78% | -1.72% | -3.29% | +1.16% | -17.90% |
| FY2016 | 2017-02-22 | 2017-02-22 | +0.84% | +8.23% | -2.53% | -4.64% | -18.78% |
| FY2015 | 2016-02-18 | 2016-02-18 | +2.95% | -0.03% | +14.98% | +6.86% | +74.98% |
| FY2014 | 2015-02-10 | 2015-02-10 | -1.53% | -1.72% | +11.72% | +20.05% | -40.11% |
| FY2013 | 2014-02-10 | 2014-02-10 | +1.94% | +11.07% | +14.30% | +16.72% | +10.73% |
| FY2012 | 2013-02-15 | 2013-02-15 | +2.17% | -0.83% | +16.96% | +38.26% | +168.01% |
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.