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positive_eps_streak on Snap-on Inc (SNA)

SIC 3420 — Cutlery, Handtools & General Hardware · CIK 91440 · 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 SNA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+1.60%+1.94%-2.30%
FY20242025-02-132025-02-13-0.24%-1.13%-1.70%-3.13%+15.41%
FY20232024-02-162024-02-16+0.67%+2.19%+8.26%+5.17%+30.05%
FY20222023-02-092023-02-09+0.83%+1.28%-3.01%+4.95%+10.21%
FY20212022-02-112022-02-11+0.86%+3.14%-1.36%+3.11%+23.93%
FY20202021-02-112021-02-11+0.03%+2.67%+15.19%+35.34%+14.11%
FY20192020-02-132020-02-13+0.59%+3.75%-18.19%-19.09%+25.91%
FY20182019-02-142019-02-14+1.19%+4.09%+0.44%+3.48%+2.75%
FY20172018-02-152018-02-15-0.19%-0.60%-4.65%-6.70%+0.84%
FY20162017-02-092017-02-09+0.71%+2.73%+1.09%+1.48%-4.13%
FY20152016-02-112016-02-11+1.43%+5.21%+11.16%+15.99%+25.08%
FY20142015-02-122015-02-12+0.49%+1.32%-1.15%+7.79%-1.89%
FY20132014-02-142014-02-14-0.15%+0.13%+2.34%+6.57%+34.78%
FY20122013-02-142013-02-14+0.33%-0.45%+3.11%+13.11%+40.80%
FY20112012-02-162012-02-16+0.27%-1.49%-0.23%-1.96%+30.08%

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/91440/financials