← positive_eps_streak (all companies) · NOC (all signals) · all methodology
positive_eps_streak on NORTHROP GRUMMAN CORP /DE/ (NOC)
SIC 3812 — Search, Detection, Navigation, Guidance, Aeronautical Sys · CIK 1133421 · 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 NOC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-27 | 2026-01-27 | +1.53% | +3.87% | +4.00% | -13.14% | — |
| FY2024 | 2025-01-30 | 2025-01-30 | +0.81% | -3.48% | -4.47% | +0.44% | +44.18% |
| FY2023 | 2024-01-25 | 2024-01-25 | +0.78% | +2.69% | +6.55% | +8.83% | +13.87% |
| FY2022 | 2023-01-26 | 2023-01-26 | -1.31% | -0.59% | +6.57% | +6.58% | +0.46% |
| FY2021 | 2022-01-27 | 2022-01-27 | +1.66% | -0.05% | +9.98% | +19.20% | +19.17% |
| FY2020 | 2021-01-28 | 2021-01-28 | -2.19% | +3.01% | +0.01% | +15.83% | +29.91% |
| FY2019 | 2020-01-30 | 2020-01-30 | -2.68% | -5.49% | -14.25% | -10.08% | -24.28% |
| FY2018 | 2019-01-31 | 2019-01-31 | -0.94% | +1.08% | +4.59% | +4.23% | +38.10% |
| FY2017 | 2018-01-29 | 2018-01-29 | +0.33% | -4.72% | +4.53% | -1.37% | -15.70% |
| FY2016 | 2017-01-30 | 2017-01-30 | -0.17% | +1.46% | +7.67% | +8.49% | +50.08% |
| FY2015 | 2016-02-01 | 2016-02-01 | -0.64% | -1.60% | +3.21% | +10.20% | +23.43% |
| FY2014 | 2015-02-02 | 2015-02-02 | +0.81% | +2.37% | +3.22% | +0.39% | +19.92% |
| FY2013 | 2014-02-03 | 2014-02-03 | -2.16% | +0.94% | +10.28% | +7.85% | +44.78% |
| FY2012 | 2013-02-05 | 2013-02-05 | +0.49% | +2.25% | +0.97% | +18.61% | +76.58% |
| FY2011 | 2012-02-08 | 2012-02-08 | -0.48% | -1.41% | +0.62% | +3.17% | +13.10% |
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.