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positive_eps_streak on AAR CORP (AIR)

SIC 3720 — Aircraft & Parts · CIK 1750 · 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 AIR

FYFiling dateEvent date1d5d20d60d252d
FY20252025-07-222025-07-22+0.56%-3.68%-6.53%+4.78%
FY20242024-07-192024-07-19+4.04%+3.42%-2.00%-4.61%+23.33%
FY20232023-07-182023-07-18-1.79%-2.26%-0.90%+3.04%+22.52%
FY20222022-07-212022-07-21-5.03%+1.49%+8.75%-11.85%+33.86%
FY20212021-07-212021-07-21-2.70%-3.74%-12.57%-11.90%+16.42%
FY20202020-07-212020-07-21-0.83%-10.59%-1.41%+2.92%+95.04%
FY20192019-07-182019-07-18+0.69%+0.79%-2.56%-2.06%-54.10%
FY20182018-07-112018-07-11+1.46%+8.86%+9.40%+8.66%-3.25%
FY20172017-07-122017-07-12+1.13%-1.06%-2.54%+5.16%+18.17%
FY20162016-07-132016-07-13+1.14%+6.45%+4.46%+41.18%+67.24%
FY20152015-07-152015-07-15-1.19%-6.45%-14.16%-28.78%-24.90%
FY20142014-07-172014-07-17+0.26%-0.39%-1.04%-16.03%+10.54%
FY20132013-07-262013-07-26-1.73%-2.75%+1.69%+11.67%+7.06%
FY20122012-07-192012-07-19+0.43%-1.81%-1.81%+18.44%+83.44%

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/1750/financials