← positive_eps_streak (all companies) · TDY (all signals) · all methodology

positive_eps_streak on TELEDYNE TECHNOLOGIES INC (TDY)

SIC 3812 — Search, Detection, Navigation, Guidance, Aeronautical Sys · CIK 1094285 · 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 TDY

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-202026-02-20+0.55%+1.85%-7.86%
FY20242025-02-212025-02-21+1.02%+4.89%+2.20%+1.22%+39.14%
FY20232024-02-232024-02-23-1.53%-1.82%-2.04%-5.85%+15.81%
FY20222023-02-242023-02-24+0.12%+1.92%-1.09%-2.03%-1.10%
FY20212022-02-252022-02-25+0.17%+4.99%+10.02%-8.21%+0.34%
FY20202021-02-262021-02-26+2.50%+4.35%+8.03%+10.69%+15.53%
FY20192020-02-242020-02-24-3.30%-6.53%-36.66%-11.41%+2.93%
FY20182019-02-252019-02-25-0.09%+0.21%-2.60%+4.78%+52.04%
FY20172018-02-272018-02-27-0.82%+1.15%-0.77%+6.25%+25.90%
FY20162017-03-022017-03-02+0.39%-2.73%-3.76%-0.54%+40.00%
FY20152016-03-012016-03-01+1.23%+2.21%+2.49%+11.52%+56.60%
FY20142015-02-262015-02-26-0.30%-1.23%+3.35%+1.99%-16.48%
FY20132014-02-252014-02-25+0.07%+4.43%+0.65%-3.86%+4.69%
FY20122013-02-262013-02-26+1.41%+4.08%+7.93%+6.18%+34.81%
FY20112012-02-292012-02-29-0.10%-4.58%+5.57%+1.48%+23.69%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1094285/financials