← positive_eps_streak (all companies) · SMP (all signals) · all methodology
positive_eps_streak on STANDARD MOTOR PRODUCTS, INC. (SMP)
SIC 3714 — Motor Vehicle Parts & Accessories · CIK 93389 · 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 SMP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.61% | -4.31% | -7.73% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -1.79% | -2.35% | -12.65% | +5.48% | +41.28% |
| FY2023 | 2024-02-22 | 2024-02-22 | -1.91% | -6.67% | -2.12% | -5.92% | -5.65% |
| FY2022 | 2023-02-22 | 2023-02-22 | -3.19% | -2.97% | -13.33% | -8.40% | -15.47% |
| FY2021 | 2022-02-23 | 2022-02-23 | -1.28% | +3.12% | +0.05% | -9.03% | -7.53% |
| FY2020 | 2021-02-24 | 2021-02-24 | +1.22% | +5.60% | +3.51% | +11.37% | +8.56% |
| FY2019 | 2020-02-20 | 2020-02-20 | -1.75% | -13.56% | -23.24% | -28.38% | -19.90% |
| FY2018 | 2019-02-20 | 2019-02-20 | -1.27% | -3.45% | -5.54% | -8.99% | +2.47% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.93% | -5.61% | -5.81% | -10.09% | +2.79% |
| FY2016 | 2017-02-21 | 2017-02-21 | +0.94% | -2.22% | -1.57% | +0.07% | +4.80% |
| FY2015 | 2016-02-26 | 2016-02-26 | +0.30% | +2.90% | +11.69% | +22.21% | +64.38% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.98% | -4.89% | -1.79% | -15.48% | -26.95% |
| FY2013 | 2014-02-27 | 2014-02-27 | -0.28% | -3.43% | -0.79% | +20.71% | +20.58% |
| FY2012 | 2013-03-08 | 2013-03-08 | -0.79% | -0.50% | +0.68% | +23.76% | +25.05% |
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.