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positive_eps_streak on Eaton Corp plc (ETN)

SIC 3590 — Misc Industrial & Commercial Machinery & Equipment · CIK 1551182 · 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 ETN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26+0.36%-5.29%-4.37%
FY20242025-02-272025-02-27+1.01%-4.42%-2.91%+11.36%+31.64%
FY20232024-02-292024-02-29+1.63%+4.20%+8.53%+18.68%-2.19%
FY20222023-02-232023-02-23+0.27%+1.37%-4.30%+1.81%+67.53%
FY20212022-02-232022-02-23+0.67%+1.92%+2.65%-7.83%+18.59%
FY20202021-02-242021-02-24-1.90%+2.15%+1.88%+9.42%+14.77%
FY20192020-02-262020-02-26-3.46%+1.59%-22.08%-18.15%+38.00%
FY20182019-02-272019-02-27-1.08%+0.38%-0.70%-2.79%+19.66%
FY20172018-02-282018-02-28-1.38%+0.41%-1.24%-0.51%+1.15%
FY20162017-02-222017-02-22-0.52%+1.02%+0.88%+6.62%+16.56%
FY20152016-02-242016-02-24+0.85%+2.02%+11.09%+6.83%+31.80%
FY20142015-02-262015-02-26-1.09%-2.63%-6.39%+3.44%-17.42%
FY20132014-02-262014-02-26-0.44%-1.82%-3.06%-1.97%-2.61%

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)

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/1551182/financials