← positive_eps_streak (all companies) · JCTC (all signals) · all methodology
positive_eps_streak on JEWETT CAMERON TRADING CO LTD (JCTC)
SIC 5211 — Retail-Lumber & Other Building Materials Dealers · CIK 885307 · 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 JCTC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-11-29 | 2022-11-29 | -11.81% | -13.72% | -4.17% | -3.65% | -15.63% |
| FY2021 | 2021-12-13 | 2021-12-13 | +3.12% | +3.12% | -4.13% | -16.85% | -43.42% |
| FY2020 | 2020-11-12 | 2020-11-12 | +5.57% | +5.57% | +2.84% | +16.36% | +31.70% |
| FY2019 | 2019-11-13 | 2019-11-13 | +0.77% | +3.10% | +1.68% | -5.42% | +13.55% |
| FY2018 | 2018-11-15 | 2018-11-15 | -3.72% | -6.51% | -13.84% | -16.86% | -7.21% |
| FY2017 | 2017-11-13 | 2017-11-13 | -0.34% | +6.60% | +4.47% | +3.09% | +18.21% |
| FY2016 | 2016-11-02 | 2016-11-02 | -11.07% | -15.02% | -12.89% | -1.19% | +24.51% |
| FY2015 | 2015-11-06 | 2015-11-06 | +8.60% | +7.53% | +6.99% | +12.80% | +14.52% |
| FY2014 | 2014-10-29 | 2014-10-29 | -1.42% | -0.31% | +6.82% | +10.78% | -3.87% |
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.