← positive_eps_streak (all companies) · RTX (all signals) · all methodology
positive_eps_streak on RTX Corp (RTX)
SIC 3724 — Aircraft Engines & Engine Parts · CIK 101829 · 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 RTX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-06 | 2026-02-06 | -1.24% | +0.70% | +5.17% | — | — |
| FY2024 | 2025-02-03 | 2025-02-03 | -1.19% | -1.29% | -0.44% | -2.43% | +54.25% |
| FY2023 | 2024-02-05 | 2024-02-05 | +0.04% | -1.19% | -1.72% | +10.46% | +42.89% |
| FY2019 | 2020-02-06 | 2020-02-06 | +0.40% | -1.54% | -18.64% | -39.85% | -24.31% |
| FY2018 | 2019-02-07 | 2019-02-07 | +1.47% | +3.44% | +3.34% | +16.83% | +32.85% |
| FY2017 | 2018-02-09 | 2018-02-09 | +1.88% | +3.96% | +5.76% | -2.05% | +1.39% |
| FY2016 | 2017-02-09 | 2017-02-09 | +0.87% | +2.40% | +2.47% | +10.64% | +16.26% |
| FY2015 | 2016-02-11 | 2016-02-11 | +1.52% | +4.99% | +15.13% | +19.11% | +34.66% |
| FY2014 | 2015-02-05 | 2015-02-05 | -0.25% | +0.10% | -0.03% | -2.52% | -25.11% |
| FY2013 | 2014-02-06 | 2014-02-06 | +1.17% | +4.06% | +8.66% | +7.29% | +11.82% |
| FY2012 | 2013-02-07 | 2013-02-07 | +0.16% | +0.31% | +2.97% | +4.56% | +25.85% |
| FY2011 | 2012-02-09 | 2012-02-09 | -0.33% | -0.10% | +0.29% | -5.28% | +10.22% |
| FY2010 | 2011-02-10 | 2011-02-10 | +0.53% | +0.25% | -3.61% | +6.16% | +0.84% |
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.