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positive_eps_streak on Global Water Resources, Inc. (GWRS)
SIC 4941 — Water Supply · CIK 1434728 · 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 GWRS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-04 | 2026-03-04 | -13.86% | -17.49% | -15.56% | — | — |
| FY2024 | 2025-03-05 | 2025-03-05 | +1.93% | -0.35% | -10.16% | -10.25% | -26.25% |
| FY2023 | 2024-03-07 | 2024-03-07 | +6.07% | -0.20% | +1.83% | +1.50% | -4.36% |
| FY2022 | 2023-03-09 | 2023-03-09 | -2.17% | +1.16% | -1.17% | -1.07% | +0.99% |
| FY2021 | 2022-03-10 | 2022-03-10 | +1.20% | +5.86% | +4.28% | -10.63% | -20.82% |
| FY2020 | 2021-03-04 | 2021-03-04 | +2.49% | +8.03% | +0.62% | +4.33% | -4.12% |
| FY2019 | 2020-03-05 | 2020-03-05 | -3.96% | -20.74% | -19.78% | -13.99% | +36.64% |
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.