← positive_eps_streak (all companies) · THR (all signals) · all methodology
positive_eps_streak on Thermon Group Holdings, Inc. (THR)
SIC 3620 — Electrical Industrial Apparatus · CIK 1489096 · 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 THR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-22 | 2025-05-22 | -8.28% | -10.15% | -5.33% | -12.19% | — |
| FY2023 | 2024-05-29 | 2024-05-29 | +3.41% | -9.14% | -9.88% | -8.61% | -23.21% |
| FY2022 | 2023-05-25 | 2023-05-25 | +3.02% | +4.92% | +14.91% | +12.60% | +54.75% |
| FY2021 | 2021-05-27 | 2021-05-27 | +0.69% | +1.91% | +5.31% | -4.62% | -9.24% |
| FY2019 | 2020-06-01 | 2020-06-01 | -0.28% | +17.93% | +1.47% | -5.67% | +24.44% |
| FY2018 | 2019-06-12 | 2019-06-12 | -2.22% | +3.33% | +2.87% | -9.81% | -43.27% |
| FY2017 | 2018-06-08 | 2018-06-08 | -0.51% | +4.54% | +2.27% | +12.99% | +3.90% |
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.