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positive_eps_streak on AGILENT TECHNOLOGIES, INC. (A)

SIC 3826 — Laboratory Analytical Instruments · CIK 1090872 · 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 A

FYFiling dateEvent date1d5d20d60d252d
FY20252025-12-222025-12-22-0.12%-0.65%+0.26%-19.51%
FY20242024-12-202024-12-20+0.07%-0.07%+13.55%-10.06%+3.67%
FY20232023-12-202023-12-20+0.55%+1.15%-3.91%+6.85%-2.00%
FY20222022-12-212022-12-21-0.72%+0.67%+6.13%-8.58%-6.35%
FY20212021-12-172021-12-17-0.66%+4.83%-7.11%-10.73%-2.33%
FY20202020-12-182020-12-18-1.27%-1.23%+7.56%+2.93%+26.81%
FY20192019-12-192019-12-19+0.80%+1.08%+6.26%-18.33%+42.38%
FY20182018-12-202018-12-20-2.91%+1.43%+9.67%+24.44%+31.84%
FY20172017-12-212017-12-21-0.25%-0.59%+9.01%+3.01%-6.35%
FY20162016-12-202016-12-20-0.37%-1.06%+3.35%+15.35%+47.27%
FY20152015-12-212015-12-21+0.96%+3.75%-8.57%-1.30%+14.40%
FY20142014-12-222014-12-22-1.22%-1.22%-5.09%+1.03%-0.56%
FY20132013-12-192013-12-19-0.73%-0.14%+6.29%-1.08%+1.76%
FY20122012-12-202012-12-20-0.75%-3.46%+8.19%+3.49%+39.16%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1090872/financials