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positive_eps_streak on NAPCO SECURITY TECHNOLOGIES, INC (NSSC)

SIC 3669 — Communications Equipment, NEC · CIK 69633 · 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 NSSC

FYFiling dateEvent date1d5d20d60d252d
FY20252025-08-252025-08-25+11.18%+14.42%+28.70%+17.22%
FY20242024-08-292024-08-29+4.04%-23.22%-7.92%-11.72%-9.32%
FY20232023-09-082023-09-08+3.32%-0.17%-6.68%+35.61%+56.76%
FY20222022-08-292022-08-29+4.04%+1.79%+2.53%-9.77%-12.70%
FY20212022-05-172022-05-17-2.90%-5.91%+13.47%+50.06%+99.03%
FY20202020-09-152020-09-15+2.08%+1.11%+13.50%+33.98%+80.58%
FY20192019-09-132019-09-13+0.18%+4.50%-4.14%+13.39%-18.14%
FY20182018-09-132018-09-13+4.05%-2.36%-9.59%+8.65%+86.55%
FY20172017-09-132017-09-13+2.27%+7.39%+18.18%+2.27%+68.18%
FY20162016-09-082016-09-08-0.90%-0.15%+4.79%+19.76%+26.50%
FY20152015-09-102015-09-10+0.18%-1.78%+21.53%+8.36%+17.79%
FY20142014-09-152014-09-15-2.04%+6.33%-7.24%+2.49%+29.19%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/69633/financials