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positive_eps_streak on EXPEDITORS INTERNATIONAL OF WASHINGTON INC (EXPD)
SIC 4731 — Arrangement of Transportation of Freight & Cargo · CIK 746515 · 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 EXPD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +2.01% | +3.51% | +0.92% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +0.13% | +0.82% | -0.09% | +1.49% | +20.72% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.71% | +0.41% | +1.28% | -1.45% | -1.10% |
| FY2022 | 2023-03-01 | 2023-03-01 | +4.34% | +5.21% | +0.20% | +8.43% | +15.84% |
| FY2021 | 2022-03-15 | 2022-03-15 | +3.49% | +7.04% | -2.76% | +2.34% | +9.20% |
| FY2020 | 2021-02-19 | 2021-02-19 | -0.27% | -1.71% | +10.55% | +29.13% | +14.56% |
| FY2019 | 2020-02-21 | 2020-02-21 | -3.24% | -6.62% | -27.14% | -2.28% | +25.16% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.51% | -0.53% | -2.22% | -2.57% | -2.40% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.85% | -3.42% | -7.08% | +11.89% | +15.35% |
| FY2016 | 2017-02-23 | 2017-02-23 | +1.23% | +1.37% | -0.25% | -5.82% | +18.69% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.37% | +1.59% | +5.99% | +5.49% | +25.47% |
| FY2014 | 2015-02-26 | 2015-02-26 | -1.00% | -1.68% | -1.50% | -4.06% | -4.12% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.84% | +0.92% | -1.38% | +17.13% | +25.02% |
| FY2012 | 2013-02-27 | 2013-02-27 | +1.65% | +2.28% | -6.51% | +5.02% | +4.02% |
| FY2011 | 2012-02-28 | 2012-02-28 | +2.78% | +2.38% | +9.60% | -8.33% | -7.30% |
| FY2010 | 2011-02-28 | 2011-02-28 | -1.76% | -0.27% | +1.40% | +7.53% | -10.12% |
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.