← positive_eps_streak (all companies) · NGVT (all signals) · all methodology
positive_eps_streak on Ingevity Corp (NGVT)
SIC 2800 — Chemicals & Allied Products · CIK 1653477 · 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 NGVT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-28 | 2023-02-28 | +1.04% | -4.58% | -16.78% | -38.18% | -44.67% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.81% | +0.71% | -1.32% | +2.27% | +32.90% |
| FY2020 | 2021-02-19 | 2021-02-19 | +1.23% | -0.66% | +7.68% | +27.84% | -4.53% |
| FY2019 | 2020-02-26 | 2020-02-26 | -2.77% | +1.21% | -32.75% | +5.71% | +42.22% |
| FY2018 | 2019-02-20 | 2019-02-20 | -2.61% | -1.65% | -10.38% | -20.79% | -46.25% |
| FY2017 | 2018-02-28 | 2018-02-28 | -1.25% | +3.50% | -3.82% | +4.57% | +55.93% |
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.