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positive_eps_streak on Hyatt Hotels Corp (H)
SIC 7011 — Hotels & Motels · CIK 1468174 · 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 H
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-13 | 2025-02-13 | -3.14% | -4.99% | -16.99% | -8.36% | +15.56% |
| FY2019 | 2020-02-20 | 2020-02-20 | -1.18% | -17.08% | -57.05% | -49.18% | -11.21% |
| FY2018 | 2019-02-14 | 2019-02-14 | -0.30% | +3.36% | +0.01% | +3.28% | +22.44% |
| FY2017 | 2018-02-15 | 2018-02-15 | -0.03% | +0.24% | +0.29% | +2.08% | -6.39% |
| FY2016 | 2017-02-16 | 2017-02-16 | -4.53% | -7.52% | -5.05% | +4.33% | +42.15% |
| FY2015 | 2016-02-18 | 2016-02-18 | +4.90% | +4.99% | +7.87% | +10.03% | +29.09% |
| FY2014 | 2015-02-18 | 2015-02-18 | +0.02% | +1.85% | -0.66% | +0.27% | -26.09% |
| FY2013 | 2014-02-18 | 2014-02-18 | -0.39% | +1.26% | +5.07% | +11.70% | +14.29% |
| FY2012 | 2013-02-13 | 2013-02-13 | -0.67% | -3.32% | +3.56% | -0.88% | +18.10% |
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)
| 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.