← positive_eps_streak (all companies) · TDG (all signals) · all methodology
positive_eps_streak on TransDigm Group INC (TDG)
SIC 3728 — Aircraft Parts & Auxiliary Equipment, NEC · CIK 1260221 · 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 TDG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-12 | 2025-11-12 | +1.31% | +2.54% | +0.73% | +0.30% | — |
| FY2024 | 2024-11-07 | 2024-11-07 | +1.62% | -4.34% | -3.77% | -2.26% | +4.03% |
| FY2023 | 2023-11-09 | 2023-11-09 | +2.00% | +1.43% | +4.83% | +22.21% | +54.65% |
| FY2022 | 2022-11-10 | 2022-11-10 | -2.15% | -5.93% | -4.74% | +17.86% | +55.17% |
| FY2021 | 2021-11-16 | 2021-11-16 | +1.83% | -3.38% | -9.97% | -1.35% | -2.64% |
| FY2020 | 2020-11-12 | 2020-11-12 | +1.84% | +6.13% | +8.13% | +4.17% | +15.54% |
| FY2019 | 2019-11-19 | 2019-11-19 | +1.20% | +0.93% | -0.13% | +19.39% | +9.42% |
| FY2018 | 2018-11-09 | 2018-11-09 | -4.01% | -2.71% | -3.28% | +19.00% | +61.30% |
| FY2017 | 2017-11-13 | 2017-11-13 | +2.30% | +1.77% | +3.05% | +7.84% | +31.92% |
| FY2016 | 2016-11-15 | 2016-11-15 | -1.21% | -2.48% | -3.14% | -2.59% | +11.26% |
| FY2015 | 2015-11-13 | 2015-11-13 | +0.66% | +2.84% | -5.07% | -17.20% | +20.36% |
| FY2014 | 2014-11-14 | 2014-11-14 | -0.06% | +0.17% | +0.25% | +7.38% | +20.16% |
| FY2013 | 2013-11-15 | 2013-11-15 | -0.90% | +0.03% | +5.26% | +17.60% | +48.58% |
| FY2012 | 2012-11-16 | 2012-11-16 | +1.02% | +3.28% | -0.43% | +11.38% | +32.34% |
| FY2011 | 2011-11-18 | 2011-11-18 | -2.09% | -1.51% | +1.22% | +23.24% | +52.61% |
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.