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positive_eps_streak on SILGAN HOLDINGS INC (SLGN)

SIC 3411 — Metal Cans · CIK 849869 · 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 SLGN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26+1.20%-3.41%-17.87%
FY20242025-02-272025-02-27+1.36%-3.21%-3.51%+2.04%-7.87%
FY20232024-02-292024-02-29-0.43%-0.46%+11.06%+6.86%+18.79%
FY20222023-02-232023-02-23-0.11%+1.05%-4.71%-10.66%-15.53%
FY20212022-02-242022-02-24+2.36%+0.70%+10.08%+3.80%+31.47%
FY20202021-02-252021-02-25-1.60%+1.62%+12.63%+13.57%+9.31%
FY20192020-03-022020-03-02-1.02%-5.14%-3.63%+10.40%+30.75%
FY20182019-02-282019-02-28+0.81%+0.39%+4.43%+5.99%+2.64%
FY20172018-03-012018-03-01+0.04%+0.82%-0.23%-0.08%+3.62%
FY20162017-03-012017-03-01-2.04%-3.17%-2.20%+4.20%-6.89%
FY20152016-02-252016-02-25+0.36%+4.08%+4.28%-2.03%+19.52%
FY20142015-02-272015-02-27+0.54%-0.66%-0.55%-4.93%-9.72%
FY20132014-02-282014-02-28+0.06%+0.89%+1.39%+2.18%+21.19%
FY20122013-02-282013-02-28-0.14%+3.75%+10.40%+11.66%+13.60%
FY20112012-02-292012-02-29+0.75%+0.78%+4.67%-0.36%+2.39%

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/849869/financials