← positive_eps_streak (all companies) · ROK (all signals) · all methodology
positive_eps_streak on ROCKWELL AUTOMATION, INC (ROK)
SIC 3829 — Measuring & Controlling Devices, NEC · CIK 1024478 · 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 ROK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-12 | 2025-11-12 | -3.76% | -5.24% | +5.08% | +4.96% | — |
| FY2024 | 2024-11-12 | 2024-11-12 | +3.13% | +0.55% | +7.51% | +9.81% | +38.06% |
| FY2023 | 2023-11-08 | 2023-11-08 | -0.00% | +5.59% | +8.61% | +1.61% | +7.85% |
| FY2022 | 2022-11-08 | 2022-11-08 | -0.35% | +6.48% | +0.64% | +13.66% | +2.82% |
| FY2021 | 2021-11-09 | 2021-11-09 | -0.64% | +1.81% | +4.17% | -16.09% | -23.16% |
| FY2020 | 2020-11-10 | 2020-11-10 | -2.75% | -2.66% | +1.36% | -0.26% | +36.10% |
| FY2019 | 2019-11-12 | 2019-11-12 | +0.03% | -0.68% | +2.65% | +2.93% | +24.14% |
| FY2018 | 2018-11-09 | 2018-11-09 | -1.95% | +1.38% | -6.69% | +0.10% | +19.73% |
| FY2017 | 2017-11-15 | 2017-11-15 | +2.59% | +1.21% | +0.38% | -2.27% | -6.62% |
| FY2016 | 2016-11-15 | 2016-11-15 | -0.07% | -1.33% | +1.57% | +13.88% | +44.08% |
| FY2015 | 2015-11-17 | 2015-11-17 | +2.93% | +1.63% | +1.01% | -1.29% | +33.78% |
| FY2014 | 2014-11-18 | 2014-11-18 | -0.63% | +3.54% | -2.67% | +6.85% | -2.75% |
| FY2013 | 2013-11-18 | 2013-11-18 | -0.30% | +1.65% | -0.83% | +5.51% | +1.60% |
| FY2012 | 2012-11-19 | 2012-11-19 | +0.05% | +0.77% | +8.38% | +17.13% | +45.75% |
| FY2011 | 2011-11-14 | 2011-11-14 | +1.06% | -6.41% | +2.54% | +9.06% | +6.15% |
| FY2010 | 2010-11-18 | 2010-11-18 | +0.49% | +1.81% | +9.35% | +34.66% | +9.27% |
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.