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positive_eps_streak on RYDER SYSTEM INC (R)
SIC 7510 — Services-Auto Rental & Leasing (No Drivers) · CIK 85961 · 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 R
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | -4.28% | +1.36% | -13.58% | — | — |
| FY2024 | 2025-02-12 | 2025-02-12 | -1.16% | +2.41% | -15.90% | -10.60% | +33.89% |
| FY2023 | 2024-02-20 | 2024-02-20 | +2.14% | +2.90% | +4.08% | +17.98% | +55.04% |
| FY2018 | 2019-02-21 | 2019-02-21 | -0.55% | -2.72% | -5.88% | -8.89% | -33.30% |
| FY2017 | 2018-02-20 | 2018-02-20 | -0.51% | -1.04% | +1.11% | -9.27% | -12.08% |
| FY2016 | 2017-02-14 | 2017-02-14 | +2.43% | +0.79% | +0.25% | -12.62% | +13.04% |
| FY2015 | 2016-02-12 | 2016-02-12 | +3.97% | +8.86% | +14.03% | +31.24% | +46.26% |
| FY2014 | 2015-02-13 | 2015-02-13 | +0.21% | +1.11% | +1.27% | +1.02% | -38.93% |
| FY2013 | 2014-02-14 | 2014-02-14 | -0.25% | +2.91% | +8.72% | +17.77% | +32.90% |
| FY2012 | 2013-02-14 | 2013-02-14 | -1.09% | -3.46% | +5.08% | +3.84% | +26.09% |
| FY2011 | 2012-03-19 | 2012-03-19 | -1.66% | -3.19% | -9.50% | -25.28% | +7.62% |
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.