← positive_eps_streak (all companies) · FTV (all signals) · all methodology
positive_eps_streak on Fortive Corp (FTV)
SIC 3823 — Industrial Instruments For Measurement, Display, and Control · CIK 1659166 · 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 FTV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +2.54% | -0.55% | -5.97% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | +0.39% | -2.90% | -4.46% | -11.85% | +0.14% |
| FY2023 | 2024-02-27 | 2024-02-27 | +0.20% | -2.30% | -1.43% | -10.51% | -7.25% |
| FY2022 | 2023-02-28 | 2023-02-28 | +0.18% | +0.77% | -0.59% | -4.29% | +28.23% |
| FY2021 | 2022-03-01 | 2022-03-01 | +1.33% | -11.16% | -0.13% | -6.66% | +7.31% |
| FY2020 | 2021-02-26 | 2021-02-26 | +3.28% | +1.98% | +8.26% | +9.33% | -0.11% |
| FY2019 | 2020-02-27 | 2020-02-27 | -1.61% | -3.03% | -26.49% | -16.73% | +12.36% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.21% | -0.63% | +1.68% | -4.33% | -14.88% |
| FY2017 | 2018-02-28 | 2018-02-28 | -2.73% | +1.51% | -0.20% | -0.74% | +7.88% |
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.