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positive_eps_streak on SCOTTS MIRACLE-GRO CO (SMG)
SIC 2870 — Agricultural Chemicals · CIK 825542 · 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 SMG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2021-11-23 | 2021-11-23 | +0.12% | -15.83% | -4.07% | -16.28% | -64.93% |
| FY2020 | 2020-11-24 | 2020-11-24 | -0.68% | -0.42% | +17.45% | +30.73% | -1.91% |
| FY2019 | 2019-11-27 | 2019-11-27 | -0.85% | -1.39% | +4.71% | +13.57% | +76.29% |
| FY2018 | 2018-11-29 | 2018-11-29 | +1.05% | -7.51% | -18.26% | +9.67% | +36.89% |
| FY2017 | 2017-11-28 | 2017-11-28 | -0.06% | +2.90% | +4.70% | -6.18% | -22.17% |
| FY2016 | 2016-11-28 | 2016-11-28 | +1.60% | +1.01% | +6.14% | +1.43% | +11.59% |
| FY2015 | 2015-11-24 | 2015-11-24 | +1.80% | +2.00% | -4.44% | -3.14% | +35.26% |
| FY2014 | 2014-11-25 | 2014-11-25 | +0.68% | +3.44% | +3.41% | +8.25% | +18.63% |
| FY2013 | 2013-11-20 | 2013-11-20 | +1.11% | +1.13% | +5.46% | -2.57% | +10.22% |
| FY2012 | 2012-11-20 | 2012-11-20 | +0.96% | -0.26% | +6.21% | +9.43% | +45.64% |
| FY2011 | 2011-11-23 | 2011-11-23 | +0.41% | +8.19% | +12.17% | +16.04% | +2.24% |
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.