← positive_eps_streak (all companies) · SCL (all signals) · all methodology
positive_eps_streak on STEPAN CO (SCL)
SIC 2840 — Soap, Detergents, Cleang Preparations, Perfumes, Cosmetics · CIK 94049 · 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 SCL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -0.86% | -4.11% | -1.75% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +0.47% | -2.48% | -6.35% | -10.90% | -14.70% |
| FY2023 | 2024-02-29 | 2024-02-29 | -1.41% | -1.45% | +0.94% | -2.77% | -35.13% |
| FY2022 | 2023-02-28 | 2023-02-28 | -0.19% | -3.46% | -2.78% | -6.74% | -12.54% |
| FY2021 | 2022-02-25 | 2022-02-25 | -1.57% | -2.12% | -3.85% | +1.98% | +0.15% |
| FY2020 | 2021-02-26 | 2021-02-26 | +1.93% | +3.03% | +8.23% | +11.52% | -11.88% |
| FY2019 | 2020-02-27 | 2020-02-27 | +0.81% | +0.56% | -1.68% | +10.08% | +40.04% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.11% | -2.94% | -7.45% | -10.52% | -6.50% |
| FY2017 | 2018-02-27 | 2018-02-27 | -0.57% | +4.31% | +2.25% | -11.10% | +18.16% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.59% | +8.22% | +7.52% | +14.86% | +10.47% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.47% | +7.10% | +13.30% | +16.69% | +48.13% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.58% | -3.48% | -1.97% | +20.57% | +22.32% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.23% | +2.80% | +5.65% | -13.58% | -30.75% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.34% | +3.11% | +2.56% | -11.06% | -0.34% |
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.