← positive_eps_streak (all companies) · F (all signals) · all methodology
positive_eps_streak on FORD MOTOR CO (F)
SIC 3711 — Motor Vehicles & Passenger Car Bodies · CIK 37996 · 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 F
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-05 | 2020-02-05 | -0.72% | -0.84% | -18.89% | -40.79% | +36.82% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.00% | +0.69% | -0.23% | +20.04% | -3.44% |
| FY2017 | 2018-02-08 | 2018-02-08 | +0.96% | +3.16% | +2.88% | +10.18% | -14.99% |
| FY2016 | 2017-02-09 | 2017-02-09 | +1.05% | +1.29% | +1.21% | -8.89% | -9.43% |
| FY2015 | 2016-02-11 | 2016-02-11 | +3.40% | +8.33% | +18.98% | +20.56% | +17.77% |
| FY2014 | 2015-02-13 | 2015-02-13 | -1.17% | +0.49% | +1.17% | -3.64% | -22.45% |
| FY2013 | 2014-02-18 | 2014-02-18 | -0.91% | -1.56% | +0.65% | +3.14% | +8.96% |
| FY2012 | 2013-02-19 | 2013-02-19 | -3.00% | -5.00% | +1.31% | +13.76% | +20.60% |
| FY2011 | 2012-02-21 | 2012-02-21 | -2.00% | -2.23% | +0.08% | -18.56% | +1.81% |
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.