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positive_eps_streak on GORMAN RUPP CO (GRC)

SIC 3561 — Pumps & Pumping Equipment · CIK 42682 · 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 GRC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-03-022026-03-02-2.24%-5.57%-7.55%
FY20242025-03-032025-03-03-1.29%-1.19%-7.56%-3.06%+73.77%
FY20232024-02-262024-02-26+0.19%+1.72%+5.47%-9.04%+5.42%
FY20222023-03-082023-03-08-2.50%-12.53%-10.44%-2.55%+43.39%
FY20212022-02-282022-02-28+1.99%+4.40%-2.66%-22.80%-24.35%
FY20202021-03-012021-03-01-1.74%+8.74%+1.86%+8.99%+15.44%
FY20192020-03-022020-03-02-2.67%-8.05%-6.59%-2.55%-0.09%
FY20182019-03-042019-03-04+1.28%-0.45%+1.88%-9.36%-3.05%
FY20172018-02-232018-02-23+1.61%+0.88%+4.55%+24.49%+35.01%
FY20162017-03-032017-03-03-1.17%+0.50%-1.01%-22.71%-8.90%
FY20152016-03-112016-03-11-0.78%+0.19%-6.36%+13.22%+18.47%
FY20142015-03-092015-03-09+0.43%+2.24%+3.77%+3.69%-2.37%
FY20132014-03-102014-03-10-1.01%-2.14%-7.88%+0.40%-12.74%
FY20122013-03-042013-03-04+0.34%+0.89%+1.48%-0.86%+38.67%

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/42682/financials