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positive_eps_streak on Simpson Manufacturing Co., Inc. (SSD)

SIC 3420 — Cutlery, Handtools & General Hardware · CIK 920371 · 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 SSD

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27-0.32%-3.90%-13.01%
FY20242025-03-032025-03-03-1.05%+2.84%-1.41%-3.87%+21.01%
FY20232024-02-282024-02-28-0.08%+1.64%-2.84%-18.16%-23.24%
FY20222023-02-282023-02-28+0.52%+0.08%-2.64%+13.20%+94.97%
FY20212022-02-282022-02-28-1.45%-3.43%-4.71%-13.97%-7.52%
FY20202021-02-262021-02-26+2.63%+3.00%+6.83%+16.08%+22.84%
FY20192020-02-252020-02-25+0.14%+1.45%-32.94%-7.21%+25.28%
FY20182019-02-272019-02-27+0.47%+0.05%-3.74%+4.61%+35.05%
FY20172018-03-012018-03-01-0.32%+3.17%+3.30%+14.13%+8.89%
FY20162017-02-282017-02-28+2.02%-2.43%-3.73%-4.90%+30.37%
FY20152016-02-292016-02-29+1.65%+7.22%+10.67%+15.73%+29.35%
FY20142015-03-022015-03-02-0.22%-2.84%+3.06%-6.32%-3.97%
FY20132014-03-072014-03-07+0.37%-2.60%-3.58%-8.11%+1.89%

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/920371/financials