← positive_eps_streak (all companies) · AON (all signals) · all methodology
positive_eps_streak on Aon plc (AON)
SIC 6411 — Insurance Agents, Brokers & Service · CIK 315293 · 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 AON
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | +1.32% | -1.99% | +1.57% | — | — |
| FY2024 | 2025-02-18 | 2025-02-18 | +0.97% | +1.66% | -0.27% | -9.75% | -16.73% |
| FY2023 | 2024-02-16 | 2024-02-16 | +1.37% | +1.02% | +2.74% | -7.27% | +27.32% |
| FY2022 | 2023-02-17 | 2023-02-17 | -1.80% | -2.48% | -3.16% | +6.86% | +1.11% |
| FY2021 | 2022-02-18 | 2022-02-18 | +0.53% | +2.94% | +12.02% | -1.51% | +8.22% |
| FY2020 | 2021-02-19 | 2021-02-19 | +0.17% | -0.28% | -2.38% | +12.00% | +24.01% |
| FY2019 | 2020-02-14 | 2020-02-14 | -0.20% | -5.27% | -27.66% | -17.82% | -2.75% |
| FY2018 | 2019-02-19 | 2019-02-19 | +0.08% | -0.76% | -2.72% | +3.86% | +38.76% |
| FY2017 | 2018-02-20 | 2018-02-20 | -0.96% | +1.24% | +3.24% | -0.24% | +24.18% |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.32% | +0.23% | +1.11% | +9.87% | +23.45% |
| FY2015 | 2016-02-22 | 2016-02-22 | +0.32% | +1.62% | +8.34% | +13.10% | +24.75% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.14% | -0.67% | -2.40% | +1.92% | -4.69% |
| FY2013 | 2014-02-18 | 2014-02-18 | -0.45% | +1.17% | +0.45% | +1.19% | +19.47% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.20% | +0.16% | -0.86% | +9.08% | +44.02% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.15% | -0.53% | +2.38% | -2.35% | +29.52% |
| FY2010 | 2011-02-25 | 2011-02-25 | +0.29% | -1.96% | -0.42% | -0.98% | -8.23% |
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.