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positive_eps_streak on SMITH MIDLAND CORP (SMID)
SIC 3272 — Concrete Products, Except Block & Brick · CIK 924719 · 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 SMID
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-27 | 2025-05-27 | +5.97% | -2.50% | +1.80% | +30.86% | — |
| FY2023 | 2024-05-23 | 2024-05-23 | -6.09% | +7.28% | -15.77% | -0.96% | -7.92% |
| FY2022 | 2023-04-17 | 2023-04-17 | -0.30% | -17.76% | -12.68% | +23.74% | +94.32% |
| FY2021 | 2022-03-31 | 2022-03-31 | +2.25% | +4.17% | -4.96% | -20.73% | +6.76% |
| FY2020 | 2021-03-30 | 2021-03-30 | -1.48% | +0.16% | +1.24% | +81.22% | +68.86% |
| FY2019 | 2020-03-26 | 2020-03-26 | -0.40% | +0.20% | -7.41% | +10.22% | +135.87% |
| FY2018 | 2019-03-26 | 2019-03-26 | -1.33% | +2.00% | +14.00% | +17.87% | -32.67% |
| FY2017 | 2018-03-29 | 2018-03-29 | -1.37% | -0.50% | +8.75% | +6.25% | -3.68% |
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.