← positive_eps_streak (all companies) · RGR (all signals) · all methodology
positive_eps_streak on STURM RUGER & CO INC (RGR)
SIC 3480 — Ordnance & Accessories, (No Vehicles/Guided Missiles) · CIK 95029 · 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 RGR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-19 | 2025-02-19 | +12.27% | +12.92% | +13.68% | +5.51% | +10.20% |
| FY2023 | 2024-02-21 | 2024-02-21 | -2.18% | -1.80% | +5.31% | -1.46% | -8.15% |
| FY2022 | 2023-02-22 | 2023-02-22 | +7.90% | +3.48% | -2.01% | -2.84% | -21.28% |
| FY2021 | 2022-02-23 | 2022-02-23 | +3.38% | +14.08% | +11.37% | -1.07% | +3.74% |
| FY2020 | 2021-02-17 | 2021-02-17 | +0.91% | +2.58% | +5.46% | +10.27% | +4.35% |
| FY2019 | 2020-02-20 | 2020-02-20 | -1.34% | -10.24% | -13.55% | +7.66% | +40.35% |
| FY2018 | 2019-02-20 | 2019-02-20 | -3.01% | -2.35% | -13.96% | -10.03% | -6.66% |
| FY2017 | 2018-02-21 | 2018-02-21 | +3.59% | -8.99% | +7.15% | +27.43% | +27.61% |
| FY2016 | 2017-02-22 | 2017-02-22 | -0.30% | -0.70% | +7.25% | +26.86% | -0.13% |
| FY2015 | 2016-02-24 | 2016-02-24 | +7.77% | +10.95% | +19.34% | +2.22% | -19.76% |
| FY2014 | 2015-02-25 | 2015-02-25 | +14.52% | +18.76% | +7.22% | +22.46% | +53.43% |
| FY2013 | 2014-02-25 | 2014-02-25 | -7.87% | -7.17% | -7.96% | -6.95% | -30.75% |
| FY2012 | 2013-02-27 | 2013-02-27 | +2.06% | +6.21% | -3.56% | -3.05% | +25.00% |
| FY2011 | 2012-02-22 | 2012-02-22 | -1.56% | -2.75% | -1.03% | -1.05% | +27.24% |
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.