← positive_eps_streak (all companies) · HD (all signals) · all methodology
positive_eps_streak on HOME DEPOT, INC. (HD)
SIC 5211 — Retail-Lumber & Other Building Materials Dealers · CIK 354950 · 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 HD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-18 | 2026-03-18 | -0.82% | +0.48% | +1.88% | — | — |
| FY2024 | 2025-03-21 | 2025-03-21 | +3.59% | +1.99% | -1.21% | -0.06% | -3.38% |
| FY2023 | 2024-03-13 | 2024-03-13 | -0.98% | +1.43% | -8.34% | -13.11% | -4.24% |
| FY2022 | 2023-03-15 | 2023-03-15 | -0.43% | -1.86% | +1.45% | +4.00% | +33.05% |
| FY2021 | 2022-03-23 | 2022-03-23 | -0.40% | -2.71% | -2.11% | -14.07% | -8.38% |
| FY2020 | 2021-03-24 | 2021-03-24 | +1.51% | +4.27% | +9.81% | +3.91% | +10.54% |
| FY2019 | 2020-03-25 | 2020-03-25 | +7.40% | -1.72% | +11.31% | +36.51% | +67.29% |
| FY2018 | 2019-03-28 | 2019-03-28 | +0.96% | +5.47% | +7.13% | +8.88% | +2.91% |
| FY2017 | 2018-03-22 | 2018-03-22 | -1.99% | +1.68% | +0.98% | +15.13% | +10.85% |
| FY2016 | 2017-03-23 | 2017-03-23 | -0.19% | -0.70% | +1.36% | +7.93% | +18.72% |
| FY2015 | 2016-03-24 | 2016-03-24 | +0.48% | +3.37% | +3.99% | -1.67% | +15.70% |
| FY2014 | 2015-03-26 | 2015-03-26 | +1.33% | +1.93% | +1.18% | +1.16% | +19.04% |
| FY2013 | 2014-03-27 | 2014-03-27 | +0.05% | +0.92% | +0.89% | +3.09% | +47.75% |
| FY2012 | 2013-03-28 | 2013-03-28 | -0.16% | +0.40% | +5.12% | +5.87% | +15.19% |
| FY2011 | 2012-03-22 | 2012-03-22 | -0.28% | +0.46% | +3.58% | +5.94% | +43.99% |
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.