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positive_eps_streak on Air Products & Chemicals, Inc. (APD)
SIC 2810 — Industrial Inorganic Chemicals · CIK 2969 · 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 APD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-11-21 | 2024-11-21 | +0.90% | +1.66% | -10.30% | -5.20% | -19.26% |
| FY2023 | 2023-11-16 | 2023-11-16 | -1.32% | +0.33% | -1.00% | -20.17% | +23.07% |
| FY2022 | 2022-11-22 | 2022-11-22 | -0.33% | +0.32% | +1.72% | -9.77% | -9.09% |
| FY2021 | 2021-11-18 | 2021-11-18 | +0.51% | -0.88% | +0.71% | -15.93% | +2.62% |
| FY2020 | 2020-11-19 | 2020-11-19 | +0.04% | +2.76% | -0.30% | -2.37% | +12.50% |
| FY2019 | 2019-11-26 | 2019-11-26 | +0.70% | -2.34% | +0.72% | +0.96% | +21.25% |
| FY2018 | 2018-11-20 | 2018-11-20 | +1.03% | +0.70% | -1.92% | +13.52% | +54.40% |
| FY2017 | 2017-11-16 | 2017-11-16 | +0.25% | +0.24% | -0.47% | +0.64% | +4.38% |
| FY2016 | 2016-11-21 | 2016-11-21 | -0.02% | +2.67% | +5.55% | +1.86% | +19.16% |
| FY2015 | 2015-11-24 | 2015-11-24 | -0.80% | -0.70% | -4.51% | -5.35% | +11.82% |
| FY2014 | 2014-11-24 | 2014-11-24 | +0.41% | -0.65% | +2.65% | +8.40% | -1.43% |
| FY2013 | 2013-11-26 | 2013-11-26 | +0.25% | -1.29% | +4.42% | +10.63% | +36.72% |
| FY2012 | 2012-11-20 | 2012-11-20 | +0.40% | +1.03% | +2.65% | +9.51% | +38.33% |
| FY2011 | 2011-11-22 | 2011-11-22 | -2.36% | +6.28% | +6.95% | +17.23% | +8.98% |
| FY2010 | 2010-11-23 | 2010-11-23 | +2.34% | +2.15% | +7.09% | +12.89% | -4.43% |
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.