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positive_eps_streak on REGAL REXNORD CORP (RRX)
SIC 3569 — General Industrial Machinery & Equipment, NEC · CIK 82811 · 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 RRX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-24 | 2023-02-24 | +1.30% | +4.84% | -13.85% | -13.68% | +10.47% |
| FY2021 | 2022-03-02 | 2022-03-02 | -0.31% | -3.49% | -6.15% | -24.78% | +1.14% |
| FY2020 | 2021-03-02 | 2021-03-02 | -1.23% | -0.58% | +3.50% | +0.32% | +19.13% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.12% | -1.51% | -26.55% | -5.89% | +67.73% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.44% | -0.52% | -4.14% | -8.32% | +0.50% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.77% | -1.56% | -5.10% | +9.24% | +15.48% |
| FY2016 | 2017-03-01 | 2017-03-01 | -1.44% | -2.56% | -1.52% | +4.14% | -7.25% |
| FY2015 | 2016-03-02 | 2016-03-02 | +1.73% | +4.70% | +12.73% | +1.19% | +35.83% |
| FY2014 | 2015-03-04 | 2015-03-04 | -0.35% | -2.94% | +1.82% | +0.34% | -25.84% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.43% | +3.01% | -1.41% | +6.03% | +8.58% |
| FY2012 | 2013-02-27 | 2013-02-27 | -1.68% | -0.13% | +4.32% | -17.91% | -6.07% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.09% | -4.16% | -2.28% | -9.62% | +15.70% |
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.