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positive_eps_streak on O REILLY AUTOMOTIVE INC (ORLY)

SIC 5531 — Retail-Auto & Home Supply Stores · CIK 898173 · 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 ORLY

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+1.22%+0.77%-4.02%
FY20242025-02-282025-02-28+0.17%-3.98%+2.54%-0.89%+2.51%
FY20232024-02-282024-02-28-0.51%-1.03%+3.89%-10.71%+25.90%
FY20222023-02-282023-02-28-0.71%-0.17%-0.15%+11.91%+31.00%
FY20212022-02-282022-02-28+1.12%+1.72%+5.75%-6.32%+26.95%
FY20202021-02-262021-02-26+0.87%+4.14%+13.28%+20.02%+46.36%
FY20192020-02-282020-02-28+2.62%-0.17%-15.00%+8.24%+22.38%
FY20182019-02-272019-02-27+1.09%+1.20%+5.14%-0.49%+0.68%
FY20172018-02-282018-02-28-0.38%-0.58%-0.60%+10.01%+51.97%
FY20162017-02-282017-02-28-0.07%-0.70%-0.74%-11.67%-10.13%
FY20152016-02-262016-02-26-0.99%+0.91%+3.97%-3.65%+2.02%
FY20142015-02-272015-02-27+1.86%-1.89%+3.50%+7.06%+25.08%
FY20132014-02-282014-02-28+0.19%-0.25%-1.94%-2.60%+40.54%
FY20122013-02-282013-02-28+0.82%+2.54%+0.64%+8.79%+48.20%
FY20112012-02-282012-02-28-0.96%+2.30%+4.50%+10.75%+17.49%

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/898173/financials