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positive_eps_streak on SHERWIN WILLIAMS CO (SHW)

SIC 5200 — Retail-Building Materials, Hardware, Garden Supply · CIK 89800 · 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 SHW

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19+0.84%+0.81%-13.02%
FY20242025-02-202025-02-20-1.56%+1.57%-3.79%+4.31%+5.00%
FY20232024-02-202024-02-20+0.97%+5.52%+8.38%+1.87%+11.63%
FY20222023-02-222023-02-22+0.19%-1.36%-4.81%+5.16%+46.41%
FY20212022-02-172022-02-17+0.32%+0.25%-5.65%+1.79%-15.67%
FY20202021-02-192021-02-19-1.15%-4.87%-1.24%+19.23%+12.71%
FY20192020-02-212020-02-21-1.09%-9.64%-27.83%+0.07%+24.69%
FY20182019-02-222019-02-22-0.50%-0.74%-4.36%-3.24%+29.79%
FY20172018-02-232018-02-23+1.51%-2.00%-2.46%-1.64%+10.04%
FY20162017-02-222017-02-22-0.45%+1.20%+0.02%+6.56%+28.94%
FY20152016-02-242016-02-24+2.55%+5.72%+9.32%+11.70%+21.23%
FY20142015-02-252015-02-25+0.22%-0.41%-2.00%+0.36%-6.55%
FY20132014-02-272014-02-27+0.83%+2.10%-2.32%+2.09%+44.89%
FY20122013-02-282013-02-28+0.55%+2.01%+4.52%+17.39%+25.43%
FY20112012-02-232012-02-23+0.10%+2.58%+6.25%+15.35%+56.29%
FY20102011-02-232011-02-23-1.85%-3.42%+0.42%+5.12%+24.29%

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/89800/financials