← positive_eps_streak (all companies) · STRT (all signals) · all methodology
positive_eps_streak on STRATTEC SECURITY CORP (STRT)
SIC 3714 — Motor Vehicle Parts & Accessories · CIK 933034 · 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 STRT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2018-09-06 | 2018-09-06 | -1.04% | -0.91% | +7.19% | -9.12% | -42.66% |
| FY2017 | 2017-09-07 | 2017-09-07 | +0.54% | +1.59% | +15.24% | +19.22% | -8.35% |
| FY2016 | 2016-09-08 | 2016-09-08 | -5.23% | -3.38% | -9.02% | -4.33% | -5.93% |
| FY2015 | 2015-09-04 | 2015-09-04 | -0.64% | -0.22% | +1.47% | +2.27% | -34.64% |
| FY2014 | 2014-09-05 | 2014-09-05 | +1.14% | +0.20% | -3.56% | +18.36% | -25.85% |
| FY2013 | 2013-09-09 | 2013-09-09 | +0.40% | +2.87% | +7.01% | +14.05% | +129.15% |
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.