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positive_eps_streak on Enpro Inc. (NPO)
SIC 3050 — Gaskets, Packg & Sealg Devices & Rubber & Plastics Hose · CIK 1164863 · 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 NPO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -1.05% | -7.28% | -9.54% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -0.90% | -9.09% | -13.84% | -7.48% | +39.67% |
| FY2023 | 2024-02-27 | 2024-02-27 | +1.88% | -3.35% | +2.94% | -4.22% | +17.45% |
| FY2022 | 2023-03-01 | 2023-03-01 | +0.57% | -8.26% | -7.79% | -6.52% | +42.28% |
| FY2021 | 2022-03-01 | 2022-03-01 | +2.20% | -8.52% | -4.80% | -10.37% | +6.27% |
| FY2020 | 2021-03-01 | 2021-03-01 | -0.61% | +6.43% | -0.29% | +6.30% | +31.33% |
| FY2019 | 2020-03-11 | 2020-03-11 | -11.67% | -28.96% | -9.79% | +17.54% | +107.66% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.58% | +0.64% | -0.06% | -2.61% | -21.34% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.35% | +1.31% | +2.45% | -2.17% | -7.50% |
| FY2012 | 2013-02-27 | 2013-02-27 | -0.32% | +2.27% | +7.93% | +8.72% | +54.37% |
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.