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positive_eps_streak on PPG INDUSTRIES INC (PPG)
SIC 2851 — Paints, Varnishes, Lacquers, Enamels & Allied Prods · CIK 79879 · 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 PPG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | +2.42% | -0.05% | -20.37% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -2.06% | -3.01% | -5.08% | -2.06% | +9.76% |
| FY2023 | 2024-02-15 | 2024-02-15 | -0.36% | +1.37% | -3.20% | -4.22% | -16.67% |
| FY2022 | 2023-02-16 | 2023-02-16 | +0.59% | +0.43% | -5.16% | +9.38% | +11.36% |
| FY2021 | 2022-02-17 | 2022-02-17 | +0.40% | -5.34% | -12.16% | -18.80% | -13.66% |
| FY2020 | 2021-02-18 | 2021-02-18 | +0.28% | -0.97% | +9.91% | +31.81% | +12.58% |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.38% | -13.21% | -35.86% | -26.76% | +16.63% |
| FY2018 | 2019-02-21 | 2019-02-21 | +1.19% | +1.67% | +2.28% | +1.92% | +9.80% |
| FY2017 | 2018-06-28 | 2018-06-28 | -1.88% | -2.57% | +3.52% | +7.06% | +14.18% |
| FY2016 | 2017-02-16 | 2017-02-16 | +0.59% | +1.51% | +2.67% | +6.49% | +15.94% |
| FY2015 | 2016-02-18 | 2016-02-18 | +0.99% | +2.45% | +15.53% | +13.10% | +9.18% |
| FY2014 | 2015-02-19 | 2015-02-19 | +0.48% | +0.14% | -3.96% | -1.29% | -17.64% |
| FY2013 | 2014-02-20 | 2014-02-20 | +0.59% | +2.62% | +3.17% | +3.85% | +27.00% |
| FY2012 | 2013-02-21 | 2013-02-21 | +1.72% | +3.52% | +5.54% | +22.60% | +48.08% |
| FY2011 | 2012-02-16 | 2012-02-16 | +0.79% | +0.30% | +2.40% | +13.45% | +46.79% |
| FY2010 | 2011-02-17 | 2011-02-17 | +0.77% | -2.26% | -2.22% | -0.30% | +5.74% |
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.