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positive_eps_streak on Sensata Technologies Holding plc (ST)
SIC 3823 — Industrial Instruments For Measurement, Display, and Control · CIK 1477294 · 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 ST
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-13 | 2023-02-13 | +0.81% | -1.77% | -6.83% | -22.14% | -36.14% |
| FY2021 | 2022-02-10 | 2022-02-10 | -1.89% | +1.12% | -8.06% | -21.95% | -8.04% |
| FY2020 | 2021-02-12 | 2021-02-12 | +1.08% | +1.08% | +9.33% | -2.62% | -4.18% |
| FY2019 | 2020-02-11 | 2020-02-11 | +0.77% | -1.68% | -26.90% | -27.85% | +10.14% |
| FY2018 | 2019-02-06 | 2019-02-06 | -4.08% | -0.14% | +0.35% | +6.26% | -1.21% |
| FY2017 | 2018-02-01 | 2018-02-01 | -3.02% | -9.93% | -8.94% | -10.40% | -15.69% |
| FY2016 | 2017-02-02 | 2017-02-02 | -2.46% | -2.53% | -2.62% | -3.79% | +28.60% |
| FY2015 | 2016-02-02 | 2016-02-02 | -3.57% | -9.67% | +1.93% | +9.33% | +22.11% |
| FY2014 | 2015-02-03 | 2015-02-03 | -1.77% | +2.97% | +8.88% | +7.29% | -34.92% |
| FY2013 | 2014-02-06 | 2014-02-06 | +1.31% | +2.12% | +4.09% | +6.72% | +30.42% |
| FY2012 | 2013-02-08 | 2013-02-08 | -1.41% | -1.70% | -3.29% | +2.41% | +18.04% |
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.