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positive_eps_streak on ARROW ELECTRONICS, INC. (ARW)

SIC 5065 — Wholesale-Electronic Parts & Equipment, NEC · CIK 7536 · 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 ARW

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-112026-02-11-1.38%-2.49%-10.95%
FY20242025-02-112025-02-11-0.73%+3.97%-4.66%+9.97%+44.63%
FY20232024-02-132024-02-13+2.13%+4.77%+12.16%+14.33%-0.66%
FY20222023-02-092023-02-09-1.31%-3.64%-9.58%-8.14%-11.76%
FY20182019-02-072019-02-07+0.67%+2.71%-1.97%-5.03%-1.83%
FY20172018-02-062018-02-06+1.16%-0.38%+3.62%-6.43%+0.00%
FY20162017-02-072017-02-07+2.47%+2.40%+3.76%+6.71%+12.90%
FY20152016-02-052016-02-05-0.60%-1.86%+10.81%+8.16%+36.22%
FY20142015-02-052015-02-05+1.84%+6.47%+7.19%+6.96%-4.75%
FY20132014-02-052014-02-05+1.70%+10.71%+13.75%+15.61%+17.45%
FY20122013-02-072013-02-07+1.56%+2.99%+4.79%-5.47%+31.55%
FY20112012-02-012012-02-01-1.74%-3.92%-5.51%-0.05%-7.81%

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/7536/financials