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positive_eps_streak on FORWARD AIR CORP (FWRD)

SIC 4731 — Arrangement of Transportation of Freight & Cargo · CIK 912728 · 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 FWRD

FYFiling dateEvent date1d5d20d60d252d
FY20232024-03-152024-03-15-5.03%+4.07%-12.46%-25.13%-23.92%
FY20222023-03-012023-03-01+1.86%+3.54%+0.83%-6.37%-68.91%
FY20212022-03-012022-03-01+2.44%-2.89%+0.81%-7.68%+6.39%
FY20202021-03-012021-03-01-0.13%+1.03%-0.61%+7.30%+18.76%
FY20192020-02-242020-02-24-3.34%-3.52%-30.85%-28.76%+34.67%
FY20182019-02-202019-02-20+1.40%-3.45%-7.58%-9.57%-1.27%
FY20172018-02-232018-02-23+0.96%-1.76%-5.44%+9.72%+19.26%
FY20162017-02-222017-02-22-0.40%+1.39%-4.68%+0.90%+10.98%
FY20152016-02-192016-02-19+2.30%+2.25%+14.97%+8.09%+26.77%
FY20142015-02-202015-02-20+0.32%-0.48%+7.33%-0.15%-23.25%
FY20132014-02-192014-02-19-0.05%-2.10%+2.18%-2.81%+22.60%
FY20122013-02-152013-02-15+0.85%-1.41%+1.24%+1.67%+21.19%
FY20112012-02-242012-02-24-0.09%+4.05%+8.94%-2.11%+17.10%

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/912728/financials