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positive_eps_streak on RPM INTERNATIONAL INC/DE/ (RPM)

SIC 2851 — Paints, Varnishes, Lacquers, Enamels & Allied Prods · CIK 110621 · 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 RPM

FYFiling dateEvent date1d5d20d60d252d
FY20252025-07-242025-07-24+0.11%-4.26%+1.39%-8.52%
FY20242024-07-252024-07-25-0.77%+0.29%-3.51%+13.13%+3.29%
FY20232023-07-262023-07-26+1.16%-0.41%-4.14%-8.83%+14.96%
FY20222022-07-252022-07-25+1.03%+5.63%+8.43%+8.16%+24.00%
FY20212021-07-262021-07-26-2.83%-1.89%-3.79%-3.46%+0.79%
FY20202020-07-272020-07-27+0.51%+1.72%+6.45%+10.69%+6.72%
FY20192019-07-242019-07-24-0.15%+1.92%+2.45%+3.91%+19.81%
FY20182018-07-232018-07-23+1.30%+3.21%+5.31%-1.55%+10.94%
FY20172017-07-242017-07-24+3.24%+1.97%-5.03%+2.14%+25.32%
FY20162016-07-282016-07-28+0.28%-0.09%+1.46%-10.18%-1.32%
FY20152015-07-272015-07-27+3.01%+4.12%-5.08%-1.88%+16.56%
FY20142014-08-142014-08-14+0.31%+2.45%+2.10%+2.25%+5.00%
FY20132013-07-242013-07-24-0.03%-0.11%-1.98%+6.39%+28.78%
FY20122012-07-262012-07-26+0.64%-0.34%+2.84%+3.23%+37.24%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/110621/financials