← positive_eps_streak (all companies) · HY (all signals) · all methodology
positive_eps_streak on HYSTER-YALE, INC. (HY)
SIC 3537 — Industrial Trucks, Tractors, Trailors & Stackers · CIK 1173514 · 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 HY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-02-24 | 2021-02-24 | -13.26% | -6.19% | -15.19% | -21.42% | -59.44% |
| FY2019 | 2020-02-25 | 2020-02-25 | +1.76% | -8.06% | -26.50% | -26.08% | +98.32% |
| FY2018 | 2019-02-26 | 2019-02-26 | -4.63% | -11.60% | -16.73% | -37.67% | -30.92% |
| FY2017 | 2018-02-27 | 2018-02-27 | -8.57% | -12.04% | -9.44% | -10.59% | -11.48% |
| FY2016 | 2017-02-28 | 2017-02-28 | +6.68% | -1.28% | -7.46% | +22.07% | +18.80% |
| FY2015 | 2016-02-17 | 2016-02-17 | -2.68% | +2.35% | +11.69% | +4.36% | +9.61% |
| FY2014 | 2015-02-19 | 2015-02-19 | +2.25% | +0.36% | +7.99% | +11.51% | -12.57% |
| FY2013 | 2014-02-19 | 2014-02-19 | +8.42% | +12.28% | +13.31% | -6.49% | -23.72% |
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.