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positive_eps_streak on Parker-Hannifin Corp (PH)
SIC 3490 — Miscellaneous Fabricated Metal Products · CIK 76334 · 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 PH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-08-22 | 2025-08-22 | -0.27% | +0.93% | +1.25% | +9.62% | — |
| FY2024 | 2024-08-22 | 2024-08-22 | +1.11% | +0.95% | +6.50% | +19.62% | +31.01% |
| FY2023 | 2023-08-24 | 2023-08-24 | +1.60% | +5.05% | -2.41% | +9.41% | +50.40% |
| FY2022 | 2022-08-24 | 2022-08-24 | +2.45% | -6.72% | -11.85% | +7.55% | +44.31% |
| FY2021 | 2021-08-25 | 2021-08-25 | +0.51% | -2.82% | -3.76% | +10.20% | -2.23% |
| FY2020 | 2020-08-26 | 2020-08-26 | -0.53% | +2.60% | -6.21% | +29.21% | +47.56% |
| FY2019 | 2019-08-23 | 2019-08-23 | +0.34% | +5.48% | +15.21% | +25.64% | +35.41% |
| FY2018 | 2018-08-24 | 2018-08-24 | +2.28% | +2.83% | +11.05% | -1.44% | -5.74% |
| FY2017 | 2017-08-25 | 2017-08-25 | +0.71% | +3.52% | +12.45% | +16.69% | +12.84% |
| FY2016 | 2016-08-26 | 2016-08-26 | +0.41% | +0.22% | -1.53% | +11.91% | +30.85% |
| FY2015 | 2015-08-26 | 2015-08-26 | +4.01% | +3.38% | -5.02% | +1.21% | +22.65% |
| FY2014 | 2014-08-22 | 2014-08-22 | +0.75% | -0.15% | -0.81% | +11.74% | -9.89% |
| FY2013 | 2013-08-29 | 2013-08-29 | -0.84% | +2.40% | +8.09% | +18.14% | +16.45% |
| FY2012 | 2012-08-24 | 2012-08-24 | -0.22% | -1.96% | +4.92% | -1.31% | +25.70% |
| FY2011 | 2011-08-26 | 2011-08-26 | +4.56% | +2.53% | -6.20% | +17.08% | +22.52% |
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.