← positive_eps_streak (all companies) · VMI (all signals) · all methodology
positive_eps_streak on VALMONT INDUSTRIES INC (VMI)
SIC 3440 — Fabricated Structural Metal Products · CIK 102729 · 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 VMI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +0.15% | -3.61% | -12.77% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.13% | -4.12% | -13.83% | -9.58% | +35.78% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.08% | -1.67% | +6.74% | +20.18% | +59.57% |
| FY2022 | 2023-03-01 | 2023-03-01 | +0.34% | -2.16% | -2.45% | -14.41% | -34.47% |
| FY2021 | 2022-02-23 | 2022-02-23 | +2.33% | +3.93% | +15.61% | +18.45% | +49.33% |
| FY2020 | 2021-02-24 | 2021-02-24 | -0.32% | -0.09% | -2.68% | +2.64% | -11.04% |
| FY2019 | 2020-02-26 | 2020-02-26 | -2.30% | -1.42% | -24.47% | -11.13% | +99.05% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.05% | -0.55% | -5.31% | -13.55% | -12.48% |
| FY2017 | 2018-02-28 | 2018-02-28 | -1.53% | -1.05% | -2.50% | -0.25% | -5.53% |
| FY2016 | 2017-03-01 | 2017-03-01 | -3.04% | -4.44% | -4.68% | -8.26% | -8.45% |
| FY2015 | 2016-02-24 | 2016-02-24 | +0.48% | +0.91% | +6.85% | +15.55% | +39.74% |
| FY2014 | 2015-02-25 | 2015-02-25 | +0.48% | +0.43% | -3.20% | +2.59% | -6.76% |
| FY2013 | 2014-02-25 | 2014-02-25 | +1.85% | +2.57% | +2.51% | +11.33% | -12.45% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.37% | +4.07% | +3.77% | -2.03% | -4.82% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.05% | -5.45% | +5.64% | +4.56% | +43.48% |
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.