← positive_eps_streak (all companies) · ITW (all signals) · all methodology
positive_eps_streak on ILLINOIS TOOL WORKS INC (ITW)
SIC 3560 — General Industrial Machinery & Equipment · CIK 49826 · 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 ITW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | -0.73% | -2.13% | -10.33% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +1.60% | +1.35% | -0.77% | -2.88% | +17.62% |
| FY2023 | 2024-02-09 | 2024-02-09 | +0.26% | -0.72% | +2.36% | -2.85% | +2.43% |
| FY2022 | 2023-02-10 | 2023-02-10 | +1.68% | +2.05% | -2.23% | -2.55% | +9.27% |
| FY2021 | 2022-02-11 | 2022-02-11 | +0.67% | -0.88% | -5.31% | -5.98% | +12.13% |
| FY2020 | 2021-02-12 | 2021-02-12 | -0.97% | +0.02% | +9.32% | +18.20% | +10.61% |
| FY2019 | 2020-02-14 | 2020-02-14 | -0.73% | -2.56% | -20.57% | -17.03% | +8.68% |
| FY2018 | 2019-02-15 | 2019-02-15 | -0.67% | +0.56% | +0.81% | +4.02% | +32.79% |
| FY2017 | 2018-02-15 | 2018-02-15 | -0.50% | +0.37% | +4.65% | -10.48% | -10.04% |
| FY2016 | 2017-02-10 | 2017-02-10 | +1.07% | +1.80% | +4.90% | +9.09% | +28.59% |
| FY2015 | 2016-02-12 | 2016-02-12 | +1.81% | +4.95% | +6.70% | +15.27% | +43.89% |
| FY2014 | 2015-02-13 | 2015-02-13 | -0.07% | +1.01% | +0.83% | -2.20% | -2.60% |
| FY2013 | 2014-02-14 | 2014-02-14 | +1.69% | +4.01% | +4.06% | +11.15% | +27.55% |
| FY2012 | 2013-02-19 | 2013-02-19 | -1.67% | -6.40% | -2.65% | +10.01% | +26.50% |
| FY2011 | 2012-02-17 | 2012-02-17 | +0.66% | +0.14% | +3.36% | -0.84% | +12.52% |
| FY2010 | 2011-02-28 | 2011-02-28 | -1.16% | +1.24% | +0.31% | +5.11% | +6.48% |
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.