← positive_eps_streak (all companies) · ROG (all signals) · all methodology
positive_eps_streak on ROGERS CORP (ROG)
SIC 2821 — Plastic Materials, Synth Resins & Nonvulcan Elastomers · CIK 84748 · 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 ROG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-26 | 2025-02-26 | -5.14% | -8.77% | -17.71% | -21.35% | +26.49% |
| FY2023 | 2024-02-27 | 2024-02-27 | +3.13% | -0.79% | +6.41% | +5.40% | -27.93% |
| FY2022 | 2023-03-01 | 2023-03-01 | -1.04% | +5.16% | -1.07% | +1.68% | -27.69% |
| FY2021 | 2022-02-22 | 2022-02-22 | +0.00% | +0.28% | +0.13% | -6.40% | -45.79% |
| FY2020 | 2021-02-19 | 2021-02-19 | +3.18% | -2.42% | +6.55% | -2.00% | +46.54% |
| FY2019 | 2020-02-21 | 2020-02-21 | +3.05% | +5.28% | -26.67% | -8.94% | +74.16% |
| FY2018 | 2019-02-21 | 2019-02-21 | -1.35% | -0.31% | +2.57% | -8.80% | -29.25% |
| FY2017 | 2018-02-28 | 2018-02-28 | -6.82% | -1.36% | -14.30% | -15.34% | +16.59% |
| FY2016 | 2017-02-21 | 2017-02-21 | +3.86% | -4.67% | -4.96% | +23.25% | +83.05% |
| FY2015 | 2016-02-23 | 2016-02-23 | -0.02% | +5.69% | +17.04% | +18.03% | +74.61% |
| FY2014 | 2015-02-18 | 2015-02-18 | -1.46% | -2.53% | +4.22% | -11.21% | -43.63% |
| FY2013 | 2014-02-24 | 2014-02-24 | +0.90% | +1.07% | +0.02% | -4.57% | +25.18% |
| FY2012 | 2013-02-20 | 2013-02-20 | +2.07% | +2.55% | +4.68% | +1.38% | +27.85% |
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.