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positive_eps_streak on TREDEGAR CORP (TG)
SIC 3350 — Rolling Drawing & Extruding of Nonferrous Metals · CIK 850429 · 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 TG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-03-16 | 2020-03-16 | +31.27% | +7.22% | +28.02% | +30.56% | +98.74% |
| FY2018 | 2019-03-18 | 2019-03-18 | +12.14% | +1.12% | +6.60% | -3.71% | +0.12% |
| FY2014 | 2015-03-02 | 2015-03-02 | -5.23% | -7.25% | -2.77% | -2.87% | -28.98% |
| FY2013 | 2014-02-28 | 2014-02-28 | -3.17% | -0.32% | -9.42% | -15.90% | -14.99% |
| FY2012 | 2013-03-01 | 2013-03-01 | +0.83% | +4.77% | +14.78% | +2.56% | -3.82% |
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.