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positive_eps_streak on INNOSPEC INC. (IOSP)
SIC 2800 — Chemicals & Allied Products · CIK 1054905 · 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 IOSP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -4.28% | -9.51% | -21.79% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +0.93% | +1.34% | -3.55% | -13.63% | -18.79% |
| FY2023 | 2024-02-14 | 2024-02-14 | +4.50% | +3.09% | +2.01% | +9.12% | -7.47% |
| FY2022 | 2023-02-22 | 2023-02-22 | +0.04% | +0.08% | -8.18% | -9.23% | +16.23% |
| FY2021 | 2022-02-16 | 2022-02-16 | -0.24% | -2.72% | -4.22% | +2.16% | +17.49% |
| FY2020 | 2021-02-17 | 2021-02-17 | -0.73% | +7.23% | +6.46% | +3.98% | -2.71% |
| FY2019 | 2020-02-19 | 2020-02-19 | -1.67% | -15.72% | -38.60% | -37.45% | -5.59% |
| FY2018 | 2019-02-20 | 2019-02-20 | +3.54% | +5.02% | +4.32% | +6.75% | +32.57% |
| FY2017 | 2018-02-15 | 2018-02-15 | -0.22% | +0.59% | +3.29% | +7.17% | +11.58% |
| FY2016 | 2017-02-15 | 2017-02-15 | -4.64% | -7.17% | -14.68% | -13.79% | -5.57% |
| FY2015 | 2016-02-17 | 2016-02-17 | -0.66% | +1.09% | -1.32% | +9.23% | +68.65% |
| FY2014 | 2015-02-18 | 2015-02-18 | +0.32% | +0.27% | +1.76% | +2.43% | +0.88% |
| FY2013 | 2014-02-13 | 2014-02-13 | -2.76% | -4.58% | -4.24% | -5.63% | -7.00% |
| FY2012 | 2013-02-13 | 2013-02-13 | +0.20% | -4.72% | +5.85% | -0.39% | +13.84% |
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.