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positive_eps_streak on TELEPHONE & DATA SYSTEMS INC /DE/ (TDS)
SIC 4813 — Telephone Communications (No Radiotelephone) · CIK 1051512 · 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 TDS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-16 | 2023-02-16 | +23.09% | +10.51% | -9.02% | -33.34% | +37.67% |
| FY2021 | 2022-02-17 | 2022-02-17 | -9.66% | -15.22% | -8.49% | -13.71% | -32.61% |
| FY2020 | 2021-02-18 | 2021-02-18 | -3.79% | -10.69% | +12.52% | +27.65% | +6.30% |
| FY2019 | 2020-02-25 | 2020-02-25 | +3.19% | -2.18% | -15.26% | -7.34% | -9.04% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.85% | -1.86% | -3.56% | -3.69% | -32.15% |
| FY2017 | 2018-02-26 | 2018-02-26 | -0.96% | +7.65% | +3.72% | -1.82% | +20.96% |
| FY2013 | 2014-02-28 | 2014-02-28 | +7.11% | +3.77% | +12.71% | +18.09% | +13.48% |
| FY2012 | 2013-02-26 | 2013-02-26 | -0.17% | -4.02% | -9.07% | +4.62% | -2.17% |
| FY2011 | 2012-02-27 | 2012-02-27 | -1.52% | -6.99% | -12.59% | -25.43% | -13.47% |
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.