← positive_eps_streak (all companies) · KBR (all signals) · all methodology
positive_eps_streak on KBR, INC. (KBR)
SIC 1600 — Heavy Construction Other Than Bldg Const - Contractors · CIK 1357615 · 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 KBR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-24 | 2020-02-24 | -5.40% | -11.45% | -48.19% | -32.22% | +9.79% |
| FY2013 | 2014-05-30 | 2014-05-30 | +1.52% | +6.75% | -1.56% | -8.74% | -19.46% |
| FY2012 | 2013-02-20 | 2013-02-20 | -1.36% | -1.81% | +1.97% | +5.34% | +3.39% |
| FY2011 | 2012-02-22 | 2012-02-22 | +9.39% | +10.03% | +12.27% | -18.52% | -9.45% |
| FY2010 | 2011-02-23 | 2011-02-23 | -0.66% | +5.68% | +14.43% | +11.50% | +13.39% |
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.