← positive_eps_streak (all companies) · TR (all signals) · all methodology
positive_eps_streak on TOOTSIE ROLL INDUSTRIES INC (TR)
SIC 2060 — Sugar & Confectionery Products · CIK 98677 · 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 TR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.75% | +2.55% | +3.53% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +2.55% | +8.56% | +4.36% | +17.19% | +41.19% |
| FY2023 | 2024-02-29 | 2024-02-29 | +0.03% | +0.17% | +1.72% | -4.69% | +2.64% |
| FY2022 | 2023-03-08 | 2023-03-08 | -1.27% | +4.82% | +6.89% | -9.64% | -22.06% |
| FY2021 | 2022-03-01 | 2022-03-01 | +1.81% | +3.18% | +10.64% | +0.58% | +34.76% |
| FY2020 | 2021-03-01 | 2021-03-01 | +1.20% | +9.94% | +11.77% | +4.50% | +13.55% |
| FY2019 | 2020-02-28 | 2020-02-28 | +1.81% | +4.56% | +13.57% | +7.72% | -2.43% |
| FY2018 | 2019-03-01 | 2019-03-01 | -1.49% | -0.89% | +0.65% | +5.97% | -11.07% |
| FY2017 | 2018-03-01 | 2018-03-01 | +1.35% | -3.83% | -8.93% | -11.56% | +13.99% |
| FY2016 | 2017-02-27 | 2017-02-27 | +2.35% | +2.43% | +0.81% | -3.51% | -8.10% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.51% | +3.15% | +4.44% | +7.44% | +18.81% |
| FY2014 | 2015-02-27 | 2015-02-27 | +1.43% | -1.54% | +6.44% | -4.48% | +5.20% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.89% | -0.03% | +1.07% | +0.03% | +15.91% |
| FY2012 | 2013-03-01 | 2013-03-01 | +1.16% | +2.43% | +7.58% | +16.58% | +8.90% |
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.