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positive_eps_streak on OLD DOMINION FREIGHT LINE, INC. (ODFL)

SIC 4213 — Trucking (No Local) · CIK 878927 · 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 ODFL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24-2.54%+5.71%-5.80%
FY20242025-02-252025-02-25-2.33%-2.71%-6.68%-8.58%+11.07%
FY20232024-02-262024-02-26-1.08%+0.08%-2.32%-21.21%-21.20%
FY20222023-02-222023-02-22+0.96%-0.88%-3.16%-10.30%+29.28%
FY20212022-02-232022-02-23+4.31%+12.67%+11.51%-15.50%+20.71%
FY20202021-02-242021-02-24-0.82%+2.60%+7.83%+21.87%+30.37%
FY20192020-02-262020-02-26-3.92%-0.01%-1.33%+13.50%+57.28%
FY20182019-02-272019-02-27+0.21%-3.90%-4.26%-7.06%+32.31%
FY20172018-02-272018-02-27+0.06%+0.55%+2.91%+8.07%+8.99%
FY20162017-02-272017-02-27-0.75%-1.62%-8.46%-4.92%+50.77%
FY20152016-02-292016-02-29+4.09%+6.43%+7.98%-1.05%+42.13%
FY20142015-02-262015-02-26-0.31%-0.91%-1.76%-9.10%-17.29%
FY20132014-02-282014-02-28-0.69%+5.97%+4.08%+18.67%+49.06%
FY20122013-02-282013-02-28-1.58%-0.44%+6.17%+18.93%+47.97%
FY20112012-02-292012-02-29+3.98%+3.42%+9.79%+2.34%+22.76%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/878927/financials