← positive_eps_streak (all companies) · USDP (all signals) · all methodology
positive_eps_streak on USD Partners LP (USDP)
SIC 4013 — Railroad Switching & Terminal Establishments · CIK 1610682 · 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 USDP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-03-05 | 2020-03-05 | -5.57% | -54.49% | -65.53% | -60.26% | -32.74% |
| FY2018 | 2019-03-07 | 2019-03-07 | +0.72% | -0.27% | -2.25% | -1.34% | -14.29% |
| FY2017 | 2018-03-09 | 2018-03-09 | -0.88% | -3.51% | -8.33% | -1.29% | +13.41% |
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.