← positive_eps_streak (all companies) · DE (all signals) · all methodology
positive_eps_streak on DEERE & CO (DE)
SIC 3523 — Farm Machinery & Equipment · CIK 315189 · 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 DE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-18 | 2025-12-18 | -0.94% | -1.29% | +7.45% | +20.62% | — |
| FY2024 | 2024-12-12 | 2024-12-12 | +0.22% | -2.92% | -1.25% | +6.69% | +12.01% |
| FY2023 | 2023-12-15 | 2023-12-15 | -0.86% | +2.78% | -1.57% | -1.15% | +16.61% |
| FY2022 | 2022-12-15 | 2022-12-15 | +0.30% | +1.41% | +2.24% | -8.89% | -9.82% |
| FY2021 | 2021-12-16 | 2021-12-16 | -0.36% | +0.27% | +9.31% | +11.88% | +25.33% |
| FY2020 | 2020-12-17 | 2020-12-17 | +2.33% | +1.77% | +11.84% | +43.78% | +32.62% |
| FY2019 | 2019-12-19 | 2019-12-19 | +1.09% | +1.77% | +0.32% | -33.60% | +59.62% |
| FY2018 | 2018-12-17 | 2018-12-17 | +2.16% | -5.96% | +8.32% | +8.83% | +21.31% |
| FY2017 | 2017-12-18 | 2017-12-18 | +0.29% | +3.06% | +9.41% | +6.79% | -3.52% |
| FY2016 | 2016-12-19 | 2016-12-19 | +1.36% | +1.61% | +3.31% | +8.65% | +54.31% |
| FY2015 | 2016-02-01 | 2016-02-01 | -2.89% | +0.35% | +5.53% | +11.13% | +43.35% |
| FY2014 | 2014-12-19 | 2014-12-19 | +0.16% | +0.71% | -2.09% | -1.59% | -13.60% |
| FY2013 | 2013-12-16 | 2013-12-16 | -0.64% | +1.99% | +1.62% | -1.33% | +1.33% |
| FY2012 | 2012-12-17 | 2012-12-17 | +0.57% | -0.31% | +4.25% | +7.37% | +4.66% |
| FY2011 | 2011-12-19 | 2011-12-19 | +4.19% | +6.63% | +18.81% | +13.73% | +20.62% |
| FY2010 | 2010-12-17 | 2010-12-17 | +1.25% | +2.48% | +11.56% | +7.02% | -7.96% |
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.