← positive_eps_streak (all companies) · SWK (all signals) · all methodology
positive_eps_streak on STANLEY BLACK & DECKER, INC. (SWK)
SIC 3420 — Cutlery, Handtools & General Hardware · CIK 93556 · 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 SWK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-23 | 2023-02-23 | -2.35% | -1.57% | -12.29% | -5.15% | +3.98% |
| FY2021 | 2022-02-22 | 2022-02-22 | -1.90% | -0.38% | -7.57% | -26.43% | -43.54% |
| FY2020 | 2022-01-31 | 2022-01-31 | +0.85% | -7.84% | -9.51% | -19.94% | -46.16% |
| FY2019 | 2020-02-21 | 2020-02-21 | -4.44% | -9.11% | -49.50% | -23.31% | +11.77% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.41% | -0.79% | -2.35% | +0.26% | +6.73% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.52% | -5.05% | -5.34% | -8.88% | -16.56% |
| FY2016 | 2017-02-15 | 2017-02-15 | -0.24% | +0.32% | +3.97% | +8.61% | +28.55% |
| FY2015 | 2016-02-19 | 2016-02-19 | +2.29% | +3.90% | +11.25% | +24.64% | +40.46% |
| FY2014 | 2015-02-19 | 2015-02-19 | +0.67% | +0.37% | -1.93% | +6.43% | -4.40% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.42% | +1.59% | -1.89% | +6.42% | +23.54% |
| FY2012 | 2013-02-20 | 2013-02-20 | -2.00% | +0.37% | +5.79% | +4.31% | +7.50% |
| FY2011 | 2012-02-23 | 2012-02-23 | -0.66% | +1.91% | +3.88% | -11.93% | +3.91% |
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.