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positive_eps_streak on QUAKER CHEMICAL CORP (KWR)
SIC 2990 — Miscellaneous Products of Petroleum & Coal · CIK 81362 · 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 KWR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-01 | 2022-03-01 | +4.89% | -0.73% | +9.34% | -17.40% | +14.65% |
| FY2020 | 2021-03-01 | 2021-03-01 | -2.53% | -10.22% | -18.60% | -17.28% | -34.78% |
| FY2019 | 2020-03-20 | 2020-03-20 | +1.08% | +10.79% | +2.94% | +48.44% | +102.86% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.02% | -6.51% | -3.20% | -9.33% | -23.96% |
| FY2017 | 2018-02-28 | 2018-02-28 | +7.35% | +8.81% | +1.89% | +8.76% | +47.86% |
| FY2016 | 2017-02-28 | 2017-02-28 | +5.14% | +1.02% | -1.50% | +6.93% | +9.27% |
| FY2015 | 2016-02-25 | 2016-02-25 | +4.02% | +9.69% | +12.28% | +13.27% | +84.58% |
| FY2014 | 2015-02-26 | 2015-02-26 | -7.71% | -6.43% | -6.91% | -2.78% | -10.95% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.06% | +2.43% | -0.85% | -1.99% | +8.59% |
| FY2012 | 2013-03-06 | 2013-03-06 | +0.30% | +3.97% | -2.82% | +9.89% | +36.33% |
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.