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positive_eps_streak on ROPER TECHNOLOGIES INC (ROP)
SIC 3823 — Industrial Instruments For Measurement, Display, and Control · CIK 882835 · 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 ROP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | +1.94% | +5.42% | +2.44% | — | — |
| FY2024 | 2025-02-24 | 2025-02-24 | +1.87% | +1.60% | +0.01% | +0.43% | -39.90% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.28% | -1.91% | +0.17% | -2.28% | +6.37% |
| FY2022 | 2023-02-27 | 2023-02-27 | +0.28% | -0.01% | +0.30% | +5.06% | +27.42% |
| FY2021 | 2022-02-22 | 2022-02-22 | -2.29% | +1.61% | +5.61% | -6.19% | -1.27% |
| FY2020 | 2021-02-22 | 2021-02-22 | +1.02% | +0.26% | +4.52% | +12.89% | +15.29% |
| FY2019 | 2020-02-28 | 2020-02-28 | +2.65% | -0.39% | -13.05% | +5.46% | +10.06% |
| FY2018 | 2019-02-25 | 2019-02-25 | +0.16% | +0.49% | +3.64% | +12.42% | +15.20% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.49% | -4.67% | -2.26% | +0.18% | +14.47% |
| FY2016 | 2017-02-27 | 2017-02-27 | -0.40% | +1.09% | -2.40% | +7.21% | +34.29% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.41% | +1.27% | +6.85% | +1.56% | +24.17% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.07% | -0.43% | +1.86% | +4.85% | +3.42% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.29% | +0.52% | -0.16% | +3.81% | +25.57% |
| FY2012 | 2013-02-25 | 2013-02-25 | +0.79% | +3.08% | +2.96% | +3.02% | +12.14% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.08% | -1.11% | +5.41% | +4.57% | +32.26% |
| FY2010 | 2011-02-25 | 2011-02-25 | +1.11% | +3.29% | +3.18% | -1.25% | +14.22% |
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.