← positive_eps_streak (all companies) · NNUP (all signals) · all methodology
positive_eps_streak on NOCOPI TECHNOLOGIES INC/MD/ (NNUP)
SIC 3944 — Games, Toys & Children's Vehicles (No Dolls & Bicycles) · CIK 888981 · 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 NNUP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-31 | 2023-03-31 | +4.00% | +0.00% | +45.45% | +3.64% | +1.82% |
| FY2021 | 2022-03-30 | 2022-03-30 | +0.50% | +0.50% | -20.10% | -19.60% | +38.19% |
| FY2020 | 2021-03-30 | 2021-03-30 | +0.63% | -5.03% | -11.95% | +24.53% | +13.84% |
| FY2019 | 2020-03-30 | 2020-03-30 | +4.29% | +15.71% | +25.71% | +74.29% | +127.14% |
| FY2018 | 2019-03-29 | 2019-03-29 | -2.44% | +4.88% | +4.88% | +9.76% | +70.73% |
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.