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positive_eps_streak on HONEYWELL INTERNATIONAL INC (HON)

SIC 3724 — Aircraft Engines & Engine Parts · CIK 773840 · 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 HON

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-172026-02-17-0.62%+0.40%-4.15%
FY20242025-02-142025-02-14+2.61%+3.53%+4.34%+8.21%+28.94%
FY20232024-02-162024-02-16+0.90%+1.02%+0.34%+3.63%+9.48%
FY20222023-02-102023-02-10+1.45%+0.47%-3.17%-1.15%-1.09%
FY20212022-02-112022-02-11-0.16%-2.60%-1.49%+4.73%+9.72%
FY20202021-02-122021-02-12-0.06%+0.02%+6.67%+13.07%-6.57%
FY20192020-02-142020-02-14-0.77%-3.06%-24.78%-29.05%+15.14%
FY20182019-02-082019-02-08-0.09%+3.17%+3.63%+14.90%+21.49%
FY20172018-02-092018-02-09+1.06%+4.14%+3.43%-2.01%+8.25%
FY20162017-02-102017-02-10+1.45%+2.22%+4.56%+8.84%+25.19%
FY20152016-02-122016-02-12+1.42%+1.63%+5.46%+11.71%+22.76%
FY20142015-02-132015-02-13-0.36%+0.00%-1.04%-1.49%+2.63%
FY20132014-02-142014-02-14-0.27%-0.90%-0.80%+0.07%+12.13%
FY20122013-02-152013-02-15+1.17%-1.08%+6.01%+13.57%+37.44%
FY20112012-02-172012-02-17-0.35%-0.04%+1.23%-3.76%+19.91%
FY20102011-02-112011-02-11-0.66%+0.60%-2.83%+7.14%+6.41%

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/773840/financials