← positive_eps_streak (all companies) · TOL (all signals) · all methodology
positive_eps_streak on Toll Brothers, Inc. (TOL)
SIC 1531 — Operative Builders · CIK 794170 · 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 TOL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-12-19 | 2025-12-19 | -0.09% | -1.32% | +6.46% | -2.12% | — |
| FY2024 | 2024-12-20 | 2024-12-20 | +1.25% | +0.53% | +9.15% | -15.23% | +12.21% |
| FY2023 | 2023-12-21 | 2023-12-21 | +0.24% | -0.51% | -5.36% | +19.93% | +23.86% |
| FY2022 | 2022-12-19 | 2022-12-19 | -0.10% | +0.94% | +10.36% | +15.53% | +106.47% |
| FY2021 | 2021-12-17 | 2021-12-17 | -2.03% | +4.25% | -7.35% | -25.29% | -25.75% |
| FY2020 | 2020-12-22 | 2020-12-22 | -2.25% | -2.95% | +10.48% | +19.74% | +55.49% |
| FY2019 | 2019-12-26 | 2019-12-26 | +0.23% | +2.49% | +14.23% | -51.64% | +16.22% |
| FY2018 | 2018-12-20 | 2018-12-20 | -3.95% | +2.41% | +6.71% | +7.91% | +24.78% |
| FY2017 | 2017-12-21 | 2017-12-21 | -0.38% | +1.16% | +10.20% | -5.05% | -33.59% |
| FY2016 | 2016-12-23 | 2016-12-23 | +1.85% | -0.06% | +5.11% | +14.40% | +52.93% |
| FY2015 | 2015-12-21 | 2015-12-21 | +1.44% | +1.53% | -16.58% | -11.27% | -5.22% |
| FY2014 | 2014-12-23 | 2014-12-23 | +1.11% | +5.84% | +3.64% | +18.00% | +4.63% |
| FY2013 | 2013-12-23 | 2013-12-23 | -0.41% | +0.52% | +0.00% | -2.96% | -12.03% |
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.