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positive_eps_streak on ITT INC. (ITT)
SIC 3561 — Pumps & Pumping Equipment · CIK 216228 · 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 ITT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-09 | 2026-02-09 | -0.21% | +1.90% | -5.25% | — | — |
| FY2024 | 2025-02-10 | 2025-02-10 | -1.17% | +1.42% | -8.96% | -3.82% | +38.09% |
| FY2023 | 2024-02-12 | 2024-02-12 | -2.75% | -0.51% | +3.74% | +11.16% | +21.40% |
| FY2022 | 2023-02-15 | 2023-02-15 | -0.67% | -4.26% | -12.87% | -13.42% | +32.47% |
| FY2021 | 2022-02-16 | 2022-02-16 | -1.00% | -3.60% | -9.71% | -18.34% | +7.21% |
| FY2020 | 2021-02-19 | 2021-02-19 | +2.40% | +5.84% | +12.78% | +22.79% | +13.60% |
| FY2019 | 2020-02-21 | 2020-02-21 | -6.64% | -15.51% | -45.55% | -24.69% | +14.13% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.09% | -0.09% | -4.10% | +1.06% | +14.43% |
| FY2017 | 2018-02-16 | 2018-02-16 | -2.99% | -0.47% | -3.77% | -0.87% | +6.88% |
| FY2016 | 2017-02-17 | 2017-02-17 | +1.14% | +0.93% | -3.07% | -3.58% | +25.10% |
| FY2015 | 2016-02-22 | 2016-02-22 | -2.09% | +3.83% | +13.67% | +1.56% | +26.79% |
| FY2014 | 2015-02-20 | 2015-02-20 | -0.91% | -1.39% | -3.68% | +2.85% | -17.47% |
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.