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positive_eps_streak on Owens Corning (OC)
SIC 3290 — Abrasive, Asbestos & Misc Nonmetallic Mineral Prods · CIK 1370946 · 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 OC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-24 | 2025-02-24 | -2.39% | -8.83% | -6.74% | -12.92% | -22.50% |
| FY2023 | 2024-02-14 | 2024-02-14 | -0.56% | +1.12% | +10.58% | +24.11% | +26.01% |
| FY2019 | 2020-02-19 | 2020-02-19 | +1.83% | -13.43% | -51.71% | -37.89% | +27.30% |
| FY2018 | 2019-02-20 | 2019-02-20 | -1.86% | -4.68% | -11.55% | -5.96% | +29.09% |
| FY2017 | 2018-02-21 | 2018-02-21 | +2.41% | -2.08% | -2.56% | -20.83% | -37.50% |
| FY2016 | 2017-02-08 | 2017-02-08 | +4.07% | +5.45% | +11.62% | +14.60% | +55.55% |
| FY2015 | 2016-02-10 | 2016-02-10 | -4.12% | -4.88% | +6.94% | +12.24% | +33.89% |
| FY2011 | 2012-02-15 | 2012-02-15 | +2.07% | +3.19% | +21.52% | +9.63% | +42.43% |
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.