← positive_eps_streak (all companies) · VVV (all signals) · all methodology
positive_eps_streak on VALVOLINE INC (VVV)
SIC 2990 — Miscellaneous Products of Petroleum & Coal · CIK 1674910 · 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 VVV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-21 | 2025-11-21 | -2.66% | -2.95% | -4.52% | +24.09% | — |
| FY2024 | 2024-11-22 | 2024-11-22 | +2.39% | +2.26% | -5.26% | -4.49% | -18.72% |
| FY2023 | 2023-11-20 | 2023-11-20 | +0.35% | -0.29% | +9.09% | +17.00% | +11.44% |
| FY2022 | 2022-12-02 | 2022-12-02 | -0.58% | -3.06% | -0.42% | +8.37% | +5.40% |
| FY2021 | 2021-11-19 | 2021-11-19 | +0.55% | -2.72% | -2.44% | -7.69% | -7.87% |
| FY2020 | 2020-11-24 | 2020-11-24 | -2.67% | -3.54% | -0.60% | +4.42% | +57.38% |
| FY2019 | 2019-11-22 | 2019-11-22 | -0.22% | -1.77% | -6.40% | -2.52% | +0.71% |
| FY2018 | 2018-11-21 | 2018-11-21 | +0.94% | +1.76% | -5.87% | -3.48% | +16.83% |
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.