← positive_eps_streak (all companies) · JELD (all signals) · all methodology
positive_eps_streak on JELD-WEN Holding, Inc. (JELD)
SIC 2430 — Millwood, Veneer, Plywood, & Structural Wood Members · CIK 1674335 · 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 JELD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-20 | 2024-02-20 | -1.32% | -1.15% | +4.73% | -14.34% | -67.36% |
| FY2022 | 2023-02-21 | 2023-02-21 | -0.92% | +1.00% | -5.30% | +12.29% | +39.09% |
| FY2021 | 2022-02-22 | 2022-02-22 | -3.38% | +3.51% | +5.85% | -19.00% | -40.57% |
| FY2020 | 2021-02-23 | 2021-02-23 | +6.83% | -3.41% | -10.07% | -3.69% | -23.44% |
| FY2019 | 2020-02-24 | 2020-02-24 | -1.52% | -9.06% | -62.64% | -32.76% | +37.55% |
| FY2018 | 2019-03-01 | 2019-03-01 | +1.55% | -3.71% | -11.52% | -3.21% | -3.91% |
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.