← positive_eps_streak (all companies) · BA (all signals) · all methodology
positive_eps_streak on BOEING CO (BA)
SIC 3721 — Aircraft · CIK 12927 · 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 BA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-02-08 | 2019-02-08 | -0.24% | +3.23% | -1.21% | -11.78% | -13.35% |
| FY2017 | 2018-02-12 | 2018-02-12 | -0.19% | +2.78% | -1.49% | +0.20% | +21.78% |
| FY2016 | 2017-02-08 | 2017-02-08 | +0.29% | +3.35% | +10.23% | +12.94% | +106.10% |
| FY2015 | 2016-02-10 | 2016-02-10 | -6.81% | +1.04% | +5.65% | +14.52% | +45.86% |
| FY2014 | 2015-02-12 | 2015-02-12 | +1.11% | +6.90% | +2.35% | -0.85% | -24.55% |
| FY2013 | 2014-02-14 | 2014-02-14 | +0.36% | -0.44% | -3.64% | +3.10% | +17.93% |
| FY2012 | 2013-02-11 | 2013-02-11 | +0.16% | -0.98% | +11.64% | +25.39% | +74.97% |
| FY2011 | 2012-02-09 | 2012-02-09 | -1.25% | -0.83% | -3.44% | +0.08% | +1.93% |
| FY2010 | 2011-02-09 | 2011-02-09 | +0.04% | -0.21% | -1.84% | +9.20% | +7.07% |
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.