← positive_eps_streak (all companies) · PCAR (all signals) · all methodology
positive_eps_streak on PACCAR INC (PCAR)
SIC 3711 — Motor Vehicles & Passenger Car Bodies · CIK 75362 · 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 PCAR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -0.22% | -0.47% | -8.37% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | -0.70% | -1.10% | -7.11% | -10.18% | +22.89% |
| FY2023 | 2024-02-21 | 2024-02-21 | +1.70% | +2.48% | +11.76% | -2.25% | +1.76% |
| FY2022 | 2023-02-22 | 2023-02-22 | +0.47% | -0.07% | -3.78% | -1.70% | +58.59% |
| FY2021 | 2022-02-23 | 2022-02-23 | +0.73% | +0.39% | -3.67% | -10.45% | +23.94% |
| FY2020 | 2021-02-17 | 2021-02-17 | -1.25% | -1.84% | +0.12% | -1.55% | +1.43% |
| FY2019 | 2020-02-19 | 2020-02-19 | +1.76% | -6.48% | -24.90% | -9.85% | +30.78% |
| FY2018 | 2019-02-21 | 2019-02-21 | +1.04% | -1.98% | -1.42% | +0.56% | +14.09% |
| FY2017 | 2018-02-21 | 2018-02-21 | +1.70% | +3.42% | -3.47% | -6.71% | +6.48% |
| FY2016 | 2017-02-21 | 2017-02-21 | -1.06% | -2.85% | -1.63% | -7.48% | +3.92% |
| FY2015 | 2016-02-16 | 2016-02-16 | +1.34% | +0.27% | +3.99% | +10.86% | +39.86% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.93% | -3.40% | -3.60% | +2.07% | -15.84% |
| FY2013 | 2014-02-27 | 2014-02-27 | +1.31% | +1.38% | +1.43% | -2.79% | +1.43% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.02% | +2.19% | +5.67% | +14.18% | +41.16% |
| FY2011 | 2012-02-29 | 2012-02-29 | +0.04% | -3.00% | +1.30% | -15.89% | +5.61% |
| FY2010 | 2011-03-01 | 2011-03-01 | -0.22% | -0.71% | +2.69% | +2.69% | -2.78% |
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.