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positive_eps_streak on HURCO COMPANIES INC (HURC)
SIC 3823 — Industrial Instruments For Measurement, Display, and Control · CIK 315374 · 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 HURC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-01-05 | 2024-01-05 | +5.45% | +5.41% | +10.07% | -10.88% | -12.21% |
| FY2019 | 2020-01-03 | 2020-01-03 | -2.41% | -7.88% | -10.52% | -17.14% | -16.12% |
| FY2018 | 2019-01-04 | 2019-01-04 | -3.76% | -2.17% | +0.74% | +4.78% | -7.73% |
| FY2017 | 2018-01-05 | 2018-01-05 | +3.74% | +5.51% | -5.84% | -1.08% | -18.19% |
| FY2016 | 2017-01-06 | 2017-01-06 | -1.63% | -5.19% | -12.46% | -8.00% | +41.35% |
| FY2015 | 2016-01-08 | 2016-01-08 | -5.41% | -5.27% | -6.66% | +17.93% | +22.73% |
| FY2014 | 2015-01-09 | 2015-01-09 | +4.96% | +3.31% | +3.22% | -3.74% | -25.43% |
| FY2013 | 2014-01-10 | 2014-01-10 | -1.04% | +8.58% | +3.04% | +14.76% | +54.66% |
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.