← positive_eps_streak (all companies) · SNDR (all signals) · all methodology
positive_eps_streak on Schneider National, Inc. (SNDR)
SIC 4213 — Trucking (No Local) · CIK 1692063 · 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 SNDR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -7.37% | -3.17% | -18.63% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -2.57% | -3.30% | -14.79% | -9.60% | +2.14% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.13% | -3.86% | -7.75% | -7.16% | +12.62% |
| FY2022 | 2023-02-17 | 2023-02-17 | -2.63% | -2.77% | -9.91% | -9.91% | -16.66% |
| FY2021 | 2022-02-18 | 2022-02-18 | -3.60% | +0.15% | +1.89% | -6.00% | +8.53% |
| FY2020 | 2021-02-19 | 2021-02-19 | -0.68% | -1.32% | +7.73% | +9.65% | +11.06% |
| FY2019 | 2020-02-19 | 2020-02-19 | -0.36% | -13.21% | -15.67% | -3.78% | +16.48% |
| FY2018 | 2019-02-26 | 2019-02-26 | -1.36% | -6.29% | -8.16% | -18.27% | -15.19% |
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.