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positive_eps_streak on FLUOR CORP (FLR)
SIC 1600 — Heavy Construction Other Than Bldg Const - Contractors · CIK 1124198 · 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 FLR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-18 | 2025-02-18 | -0.55% | -7.40% | -6.42% | -2.59% | +32.93% |
| FY2018 | 2019-02-21 | 2019-02-21 | +1.51% | -0.58% | -0.18% | -21.27% | -59.81% |
| FY2017 | 2018-02-20 | 2018-02-20 | -1.05% | -0.41% | -1.12% | -14.84% | -33.74% |
| FY2016 | 2017-02-17 | 2017-02-17 | +2.16% | -0.48% | -5.25% | -17.07% | +4.74% |
| FY2015 | 2016-02-18 | 2016-02-18 | -2.32% | -0.97% | +18.46% | +8.19% | +25.71% |
| FY2014 | 2015-02-18 | 2015-02-18 | +0.59% | +0.15% | -1.01% | +1.81% | -20.08% |
| FY2013 | 2014-02-18 | 2014-02-18 | +0.15% | -2.96% | -3.78% | -5.02% | -25.41% |
| FY2012 | 2013-02-20 | 2013-02-20 | -1.26% | -2.81% | -0.23% | -3.39% | +25.56% |
| FY2011 | 2012-02-22 | 2012-02-22 | +6.01% | +0.20% | +0.23% | -16.61% | +3.04% |
| FY2010 | 2011-02-23 | 2011-02-23 | +0.47% | +1.88% | +4.63% | -0.70% | -5.67% |
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.