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positive_eps_streak on Travel & Leisure Co. (TNL)
SIC 7011 — Hotels & Motels · CIK 1361658 · 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 TNL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | +0.04% | +0.23% | -6.96% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | -1.28% | -2.73% | -16.04% | -11.32% | +36.99% |
| FY2023 | 2024-02-21 | 2024-02-21 | +4.79% | +3.60% | +8.91% | +6.80% | +33.75% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.27% | -1.20% | -47.17% | -29.40% | +47.34% |
| FY2018 | 2019-02-26 | 2019-02-26 | +3.11% | +1.31% | -10.32% | -3.72% | -4.04% |
| FY2017 | 2018-02-20 | 2018-02-20 | +0.29% | -3.98% | -2.63% | -6.19% | -11.34% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.18% | -1.06% | -0.35% | +13.87% | +45.83% |
| FY2015 | 2016-02-12 | 2016-02-12 | +2.27% | +7.70% | +17.35% | +10.09% | +28.18% |
| FY2014 | 2015-02-13 | 2015-02-13 | -0.51% | +1.49% | +0.47% | -4.03% | -24.37% |
| FY2013 | 2014-02-14 | 2014-02-14 | -1.51% | -0.56% | +3.30% | +2.75% | +29.16% |
| FY2012 | 2013-02-15 | 2013-02-15 | -0.91% | -3.40% | +5.76% | +7.94% | +19.99% |
| FY2011 | 2012-02-17 | 2012-02-17 | -0.05% | -0.61% | +3.71% | +16.05% | +32.60% |
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.