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positive_eps_streak on Johnson Controls International plc (JCI)
SIC 3585 — Air-Cond & Warm Air Heatg Equip & Comm & Indl Refrig Equip · CIK 833444 · 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 JCI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-14 | 2025-11-14 | -1.97% | -4.35% | -1.55% | +16.72% | — |
| FY2024 | 2024-11-19 | 2024-11-19 | -0.66% | +0.26% | -5.64% | +8.78% | +37.68% |
| FY2023 | 2023-12-14 | 2023-12-14 | -2.40% | +4.17% | -2.48% | +15.95% | +58.91% |
| FY2022 | 2022-11-15 | 2022-11-15 | -0.87% | +1.78% | +0.23% | -0.52% | -19.92% |
| FY2021 | 2021-11-15 | 2021-11-15 | +1.74% | +1.69% | -0.70% | -12.38% | -13.17% |
| FY2020 | 2020-11-16 | 2020-11-16 | -1.43% | +0.64% | +1.50% | +18.79% | +78.83% |
| FY2019 | 2019-11-21 | 2019-11-21 | +1.11% | +1.42% | -1.78% | +0.65% | +10.36% |
| FY2015 | 2015-11-13 | 2015-11-13 | +1.13% | +0.93% | -10.03% | -5.20% | +36.53% |
| FY2014 | 2014-11-14 | 2014-11-14 | +0.47% | +1.16% | -1.89% | +1.66% | -14.07% |
| FY2013 | 2013-11-14 | 2013-11-14 | -1.28% | +0.21% | -0.66% | +10.67% | +14.64% |
| FY2012 | 2012-11-16 | 2012-11-16 | +0.86% | +3.36% | +8.63% | +19.63% | +43.15% |
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.