← positive_eps_streak (all companies) · CAT (all signals) · all methodology
positive_eps_streak on CATERPILLAR INC (CAT)
SIC 3531 — Construction Machinery & Equip · CIK 18230 · 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 CAT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | -1.22% | -2.29% | -9.61% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +0.19% | -4.08% | -3.02% | +0.26% | +115.76% |
| FY2023 | 2024-02-16 | 2024-02-16 | -2.54% | +1.08% | +9.32% | +11.67% | +10.10% |
| FY2022 | 2023-02-15 | 2023-02-15 | -0.88% | -4.32% | -12.06% | -15.29% | +32.07% |
| FY2021 | 2022-02-16 | 2022-02-16 | -4.37% | -9.31% | +8.87% | +0.82% | +24.53% |
| FY2020 | 2021-02-17 | 2021-02-17 | -1.18% | +9.97% | +15.49% | +19.21% | +2.60% |
| FY2019 | 2020-02-19 | 2020-02-19 | +0.05% | -6.29% | -26.84% | -21.70% | +50.22% |
| FY2015 | 2016-02-16 | 2016-02-16 | +3.14% | +0.87% | +11.09% | +12.15% | +55.99% |
| FY2014 | 2015-02-17 | 2015-02-17 | -0.68% | -1.03% | -8.12% | +4.44% | -17.93% |
| FY2013 | 2014-02-18 | 2014-02-18 | -0.36% | -0.16% | -0.16% | +10.97% | -9.69% |
| FY2012 | 2013-02-19 | 2013-02-19 | -2.49% | -5.91% | -7.67% | -8.41% | +3.38% |
| FY2011 | 2012-02-21 | 2012-02-21 | +0.70% | +0.66% | -3.69% | -19.78% | -18.60% |
| FY2010 | 2011-02-22 | 2011-02-22 | -1.95% | -2.11% | +4.69% | +3.61% | +15.63% |
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.