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positive_eps_streak on SCHOLASTIC CORP (SCHL)
SIC 2731 — Books: Publishing or Publishing & Printing · CIK 866729 · 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 SCHL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-07-19 | 2024-07-19 | +1.47% | +7.78% | +5.53% | -8.26% | -20.17% |
| FY2017 | 2017-07-24 | 2017-07-24 | +0.05% | -0.67% | -6.52% | -11.29% | +0.69% |
| FY2016 | 2016-07-26 | 2016-07-26 | -0.41% | -2.27% | -4.25% | -8.80% | +0.58% |
| FY2015 | 2015-07-29 | 2015-07-29 | +0.58% | +0.91% | -3.15% | -8.25% | -2.42% |
| FY2014 | 2014-07-29 | 2014-07-29 | -0.55% | -0.06% | -2.67% | -11.07% | +19.96% |
| FY2013 | 2013-07-29 | 2013-07-29 | +1.63% | +2.73% | +1.20% | -2.78% | +23.22% |
| FY2012 | 2012-07-27 | 2012-07-27 | +1.71% | +1.07% | +1.38% | +12.47% | +4.17% |
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.