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positive_eps_streak on GIBRALTAR INDUSTRIES, INC. (ROCK)
SIC 3310 — Steel Works, Blast Furnaces & Rolling & Finishing Mills · CIK 912562 · 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 ROCK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-19 | 2025-02-19 | +0.74% | +3.47% | +2.04% | -5.51% | -18.53% |
| FY2023 | 2024-02-21 | 2024-02-21 | -1.61% | +4.31% | +5.74% | +0.35% | -11.52% |
| FY2022 | 2023-02-22 | 2023-02-22 | -1.17% | +0.83% | -11.75% | +7.23% | +43.09% |
| FY2021 | 2022-02-23 | 2022-02-23 | +1.88% | +6.36% | +2.08% | -16.81% | +14.67% |
| FY2020 | 2021-02-25 | 2021-02-25 | -3.25% | -11.09% | -2.38% | -11.59% | -48.37% |
| FY2019 | 2020-02-28 | 2020-02-28 | +3.24% | +2.05% | -15.39% | -15.30% | +73.79% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.10% | -2.79% | -0.17% | -8.75% | +20.39% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.66% | -3.37% | -6.31% | +7.29% | +13.60% |
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.