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positive_eps_streak on O-I Glass, Inc. /DE/ (OI)
SIC 3221 — Glass Containers · CIK 812074 · 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 OI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-08 | 2023-02-08 | -0.77% | +0.41% | -1.13% | -2.07% | -30.12% |
| FY2018 | 2019-02-14 | 2019-02-14 | +1.22% | +2.49% | +0.20% | -13.43% | -30.41% |
| FY2017 | 2018-02-14 | 2018-02-14 | +2.02% | +1.97% | +6.02% | -10.39% | -6.19% |
| FY2016 | 2017-02-10 | 2017-02-10 | +0.60% | -2.01% | -2.16% | +9.21% | +6.54% |
| FY2015 | 2016-05-13 | 2016-05-13 | +1.84% | -0.11% | +4.07% | +1.41% | +21.05% |
| FY2014 | 2015-02-11 | 2015-02-11 | +1.65% | +2.43% | -8.79% | -4.59% | -50.63% |
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.