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positive_eps_streak on GOODYEAR TIRE & RUBBER CO /OH/ (GT)
SIC 3011 — Tires & Inner Tubes · CIK 42582 · 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 GT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-02-08 | 2019-02-08 | -0.21% | +0.54% | -5.08% | -4.61% | -26.43% |
| FY2017 | 2018-02-08 | 2018-02-08 | -2.47% | -2.57% | -6.50% | -17.73% | -37.73% |
| FY2016 | 2017-02-08 | 2017-02-08 | +3.45% | +12.57% | +9.90% | +10.30% | -2.94% |
| FY2015 | 2016-02-09 | 2016-02-09 | +4.12% | +12.13% | +18.29% | +1.84% | +18.36% |
| FY2014 | 2015-02-17 | 2015-02-17 | +2.89% | +1.92% | -5.86% | +14.38% | +16.65% |
| FY2013 | 2014-02-13 | 2014-02-13 | -0.67% | -1.48% | +1.30% | -9.60% | -2.93% |
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.