← positive_eps_streak (all companies) · TWIN (all signals) · all methodology
positive_eps_streak on TWIN DISC INC (TWIN)
SIC 3560 — General Industrial Machinery & Equipment · CIK 100378 · 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 TWIN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-09-06 | 2024-09-06 | -0.59% | +7.71% | +3.64% | +4.17% | +13.51% |
| FY2015 | 2015-09-14 | 2015-09-14 | +1.28% | -0.53% | +0.00% | -20.12% | -21.72% |
| FY2014 | 2014-09-15 | 2014-09-15 | +1.17% | -3.56% | -11.18% | -26.51% | -51.33% |
| FY2013 | 2013-09-13 | 2013-09-13 | +2.61% | +2.69% | +2.77% | +7.28% | +12.50% |
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.