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positive_eps_streak on TIMKEN CO (TKR)

SIC 3562 — Ball & Roller Bearings · CIK 98362 · 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 TKR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13-2.13%-0.01%-8.14%
FY20242025-02-202025-02-20-3.03%-4.97%-10.48%-11.26%+31.03%
FY20232024-02-262024-02-26+2.26%+4.39%+5.89%+12.81%-1.31%
FY20222023-02-162023-02-16+0.51%-0.42%-14.32%-13.36%-6.00%
FY20212022-02-152022-02-15+1.06%-5.33%-8.55%-15.35%+28.34%
FY20202021-02-162021-02-16-2.07%+1.82%+11.13%+15.55%-10.66%
FY20192020-02-142020-02-14-0.98%-8.16%-43.31%-31.77%+41.67%
FY20182019-02-152019-02-15+0.19%+1.39%+1.95%+11.62%+26.56%
FY20172018-02-152018-02-15-0.18%+3.37%+1.38%+6.26%-1.76%
FY20162017-02-212017-02-21-1.34%-1.23%-3.58%+5.83%+5.61%
FY20152016-02-242016-02-24-1.03%+2.49%+8.38%+8.52%+47.20%
FY20142015-03-022015-03-02-1.22%-2.02%-3.31%-6.20%-26.74%
FY20132014-02-282014-02-28-1.16%+0.88%-2.93%+6.89%+2.85%
FY20122013-02-132013-02-13+0.68%-4.08%+3.89%+1.87%+5.16%

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/98362/financials