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positive_eps_streak on ECOLAB INC. (ECL)

SIC 2840 — Soap, Detergents, Cleang Preparations, Perfumes, Cosmetics · CIK 31462 · 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 ECL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-232026-02-23+0.81%-0.72%-14.34%
FY20242025-02-212025-02-21-0.33%+1.63%-4.93%-1.00%+17.62%
FY20232024-02-232024-02-23-0.93%+1.43%+3.38%+5.82%+21.02%
FY20222023-02-242023-02-24+0.74%+3.04%+1.47%+9.46%+41.77%
FY20212022-02-252022-02-25-2.24%-6.76%-1.19%-10.40%-10.39%
FY20192020-02-282020-02-28+5.97%+7.74%-12.50%+13.67%+18.16%
FY20182019-03-012019-03-01-0.34%-0.35%+4.02%+7.24%+13.48%
FY20172018-02-232018-02-23+0.88%-2.28%+1.38%+13.45%+30.04%
FY20162017-02-242017-02-24-1.32%-0.20%-1.04%+2.15%+6.40%
FY20152016-02-262016-02-26-3.51%+0.05%+4.41%+10.31%+17.96%
FY20142015-02-272015-02-27+0.36%-0.45%-0.84%-1.21%-10.20%
FY20132014-02-282014-02-28+0.21%+2.20%-1.16%+1.13%+8.77%
FY20122013-02-262013-02-26+1.94%+2.21%+4.32%+15.63%+40.53%
FY20112012-02-282012-02-28-2.83%-3.58%-0.17%+5.27%+26.29%
FY20102011-02-252011-02-25+0.85%+0.61%+3.23%+9.60%+31.65%

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/31462/financials