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positive_eps_streak on Aptiv PLC (APTV)

SIC 3714 — Motor Vehicle Parts & Accessories · CIK 1521332 · 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 APTV

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-062026-02-06+1.20%+3.42%-11.57%
FY20242025-02-072025-02-07-0.19%+4.52%+0.37%-9.22%+32.84%
FY20232024-02-062024-02-06-2.58%-6.06%-7.20%-7.60%-23.86%
FY20222023-02-082023-02-08+0.19%+6.29%-2.04%-19.32%-29.16%
FY20212022-02-072022-02-07+2.60%+4.40%-23.46%-15.61%-11.50%
FY20202021-02-082021-02-08-0.33%+4.25%-3.54%-3.93%-12.05%
FY20192020-02-032020-02-03+4.64%+0.92%-6.86%-17.16%+63.31%
FY20182019-02-042019-02-04+0.37%-2.95%+7.17%+6.72%+16.69%
FY20172018-02-052018-02-05+1.60%+0.33%-1.31%-1.22%-13.67%
FY20162017-02-062017-02-06+0.52%+3.08%+3.04%+18.01%+51.60%
FY20152016-02-082016-02-08+1.11%+11.27%+21.53%+23.55%+32.88%
FY20142015-02-092015-02-09+1.79%+2.00%+0.88%+9.79%-24.42%
FY20132014-02-102014-02-10+0.62%+4.24%+8.72%+8.32%+27.46%

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/1521332/financials