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positive_eps_streak on Allison Transmission Holdings Inc (ALSN)
SIC 3714 — Motor Vehicle Parts & Accessories · CIK 1411207 · 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 ALSN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +0.60% | +2.30% | -3.12% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | +2.90% | -0.92% | -5.13% | +1.93% | +16.96% |
| FY2023 | 2024-02-14 | 2024-02-14 | +2.35% | +4.69% | +7.33% | +9.52% | +49.73% |
| FY2022 | 2023-02-16 | 2023-02-16 | -1.06% | -5.36% | -16.25% | -2.43% | +43.84% |
| FY2021 | 2022-02-17 | 2022-02-17 | -0.83% | -2.88% | -3.19% | -5.92% | +21.27% |
| FY2020 | 2021-02-18 | 2021-02-18 | -0.39% | -0.60% | +11.75% | +19.54% | +7.00% |
| FY2019 | 2020-02-27 | 2020-02-27 | -1.69% | -5.06% | -17.83% | -12.72% | -6.02% |
| FY2018 | 2019-02-26 | 2019-02-26 | -2.75% | -7.48% | -12.27% | -15.17% | -17.91% |
| FY2017 | 2018-02-15 | 2018-02-15 | -2.26% | -2.98% | -3.03% | +4.30% | +24.03% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.52% | -1.07% | -3.77% | +2.74% | +9.25% |
| FY2015 | 2016-02-19 | 2016-02-19 | +1.87% | +2.93% | +15.65% | +21.24% | +65.26% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.19% | -0.53% | +0.63% | -0.36% | -25.53% |
| FY2013 | 2014-02-24 | 2014-02-24 | -3.57% | -1.93% | -3.74% | -2.23% | +6.94% |
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.