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positive_eps_streak on EMERSON ELECTRIC CO (EMR)
SIC 3600 — Electronic & Other Electrical Equipment (No Computer Equip) · CIK 32604 · 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 EMR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-10 | 2025-11-10 | -0.35% | -1.93% | +4.50% | +21.60% | — |
| FY2024 | 2024-11-12 | 2024-11-12 | +1.37% | +1.32% | +2.34% | -0.75% | +1.47% |
| FY2023 | 2023-11-13 | 2023-11-13 | +2.25% | +3.14% | +5.06% | +19.88% | +53.42% |
| FY2022 | 2022-11-14 | 2022-11-14 | +1.47% | -0.13% | +3.46% | -9.43% | -5.10% |
| FY2021 | 2021-11-15 | 2021-11-15 | -0.18% | -2.01% | -5.22% | +1.04% | +2.12% |
| FY2020 | 2020-11-16 | 2020-11-16 | -2.05% | -0.23% | +5.71% | +10.06% | +26.05% |
| FY2019 | 2019-11-18 | 2019-11-18 | +0.29% | +1.75% | +4.22% | +1.27% | +7.74% |
| FY2018 | 2018-11-19 | 2018-11-19 | -1.97% | -2.50% | -15.75% | -0.12% | +9.52% |
| FY2017 | 2017-11-20 | 2017-11-20 | +0.15% | +6.46% | +13.74% | +21.95% | +14.47% |
| FY2016 | 2016-11-16 | 2016-11-16 | -0.49% | +0.16% | +2.20% | +16.68% | +10.84% |
| FY2015 | 2015-11-18 | 2015-11-18 | +0.26% | +0.46% | -10.02% | -3.52% | +13.55% |
| FY2014 | 2014-11-19 | 2014-11-19 | +0.09% | +1.92% | -3.35% | -7.51% | -19.01% |
| FY2013 | 2013-11-19 | 2013-11-19 | -0.40% | -0.18% | +0.88% | -4.65% | -2.14% |
| FY2012 | 2012-11-20 | 2012-11-20 | +0.12% | +3.05% | +9.67% | +21.63% | +42.17% |
| FY2011 | 2011-11-22 | 2011-11-22 | -2.59% | +8.16% | -2.77% | +8.23% | +4.42% |
| FY2010 | 2010-11-23 | 2010-11-23 | +2.11% | +1.60% | +5.30% | +12.76% | -9.88% |
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.