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positive_eps_streak on TJX COMPANIES INC /DE/ (TJX)

SIC 5651 — Retail-Family Clothing Stores · CIK 109198 · 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 TJX

FYFiling dateEvent date1d5d20d60d252d
FY20262026-03-312026-03-31+1.46%+1.21%
FY20242025-04-022025-04-02+0.40%+0.90%+2.16%-0.83%+31.11%
FY20232024-04-032024-04-03-1.57%-1.03%-3.56%+13.61%+27.26%
FY20222023-03-292023-03-29+0.47%+1.95%+3.12%+7.21%+32.23%
FY20212022-03-302022-03-30-2.29%-2.37%+2.16%-3.02%+28.66%
FY20202021-03-312021-03-31-0.26%+4.35%+7.97%+2.46%-4.89%
FY20192020-03-272020-03-27+1.60%-12.48%+2.22%+13.78%+40.55%
FY20182019-04-032019-04-03+2.03%+2.39%+2.41%-0.11%-16.29%
FY20172018-04-042018-04-04+1.18%-2.29%-0.52%+14.05%+31.30%
FY20162017-03-282017-03-28+1.23%-2.54%+0.27%-12.30%+4.29%
FY20152016-03-292016-03-29+0.08%-1.16%-1.86%-1.69%+1.48%
FY20142015-03-312015-03-31-1.57%-1.03%-8.31%-3.64%+13.21%
FY20132014-04-012014-04-01+1.59%-1.21%-4.92%-13.43%+13.98%
FY20122013-04-022013-04-02-0.59%+0.61%+2.96%+4.86%+30.53%
FY20112012-03-272012-03-27-0.13%+0.20%+4.28%+7.58%+19.91%

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/109198/financials