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positive_eps_streak on SOMNIGROUP INTERNATIONAL INC. (SGI)
SIC 2510 — Household Furniture · CIK 1206264 · 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 SGI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | -2.33% | -10.45% | -21.13% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -2.14% | -10.29% | -8.45% | +4.80% | +35.96% |
| FY2023 | 2024-02-16 | 2024-02-16 | -0.43% | +2.81% | +4.00% | +5.46% | +29.96% |
| FY2022 | 2023-02-17 | 2023-02-17 | -3.77% | +0.17% | -12.93% | -10.04% | +18.65% |
| FY2021 | 2022-02-22 | 2022-02-22 | +5.44% | +5.74% | +10.26% | -16.21% | +45.00% |
| FY2020 | 2021-02-19 | 2021-02-19 | -0.96% | -0.06% | +18.07% | +12.50% | +12.21% |
| FY2019 | 2020-02-24 | 2020-02-24 | -5.24% | -10.30% | -58.10% | -36.72% | +56.33% |
| FY2018 | 2019-02-25 | 2019-02-25 | -1.38% | +0.19% | -5.45% | +7.39% | +37.83% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.00% | +5.44% | -7.08% | -2.24% | +22.14% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.04% | +3.46% | -4.03% | +1.57% | +11.77% |
| FY2015 | 2016-02-12 | 2016-02-12 | +4.01% | +6.50% | +7.43% | +10.68% | -13.89% |
| FY2014 | 2015-02-13 | 2015-02-13 | +1.53% | +1.89% | -0.22% | +6.13% | +1.22% |
| FY2013 | 2014-02-21 | 2014-02-21 | -0.42% | +4.49% | +2.32% | +9.65% | +14.16% |
| FY2012 | 2013-02-01 | 2013-02-01 | -0.77% | -1.59% | +6.10% | +24.26% | +21.29% |
| FY2011 | 2012-01-30 | 2012-01-30 | -2.44% | +3.93% | +15.12% | -9.29% | -43.02% |
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.