← positive_eps_streak (all companies) · ESE (all signals) · all methodology
positive_eps_streak on ESCO TECHNOLOGIES INC (ESE)
SIC 3669 — Communications Equipment, NEC · CIK 866706 · 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 ESE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-01 | 2025-12-01 | -0.46% | -3.30% | -3.93% | +35.34% | — |
| FY2024 | 2024-11-29 | 2024-11-29 | +0.22% | -3.30% | -10.19% | +11.16% | +35.79% |
| FY2023 | 2023-11-29 | 2023-11-29 | +1.70% | +1.59% | +14.15% | -1.64% | +44.18% |
| FY2022 | 2022-11-29 | 2022-11-29 | +2.41% | +0.96% | -6.85% | +0.95% | +14.74% |
| FY2021 | 2021-11-29 | 2021-11-29 | -3.89% | +2.62% | +3.66% | -18.43% | +8.40% |
| FY2020 | 2020-11-30 | 2020-11-30 | +1.02% | +1.53% | +3.34% | +6.93% | -17.07% |
| FY2019 | 2019-11-29 | 2019-11-29 | -1.64% | -0.44% | +4.66% | +3.68% | +12.73% |
| FY2018 | 2018-11-29 | 2018-11-29 | +1.17% | -5.05% | -5.07% | -0.28% | +25.25% |
| FY2017 | 2017-11-29 | 2017-11-29 | +0.15% | -3.37% | -6.97% | -6.31% | +7.03% |
| FY2016 | 2016-11-29 | 2016-11-29 | +0.36% | +2.60% | +2.42% | -0.13% | +17.79% |
| FY2012 | 2012-11-29 | 2012-11-29 | -0.89% | -3.27% | -1.78% | +9.47% | -7.19% |
| FY2011 | 2011-11-29 | 2011-11-29 | +5.08% | +6.24% | +10.00% | +40.98% | +43.61% |
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.