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positive_eps_streak on TRACTOR SUPPLY CO /DE/ (TSCO)

SIC 5200 — Retail-Building Materials, Hardware, Garden Supply · CIK 916365 · 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 TSCO

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19+1.92%-1.06%-10.73%
FY20242025-02-202025-02-20-2.37%-4.85%-9.85%-7.85%-5.09%
FY20232024-02-232024-02-23-0.15%+3.85%+8.19%+16.86%+15.25%
FY20222023-02-232023-02-23-0.62%-1.50%-2.31%-3.34%+6.69%
FY20212022-02-172022-02-17+0.33%-6.00%+9.39%-3.69%+11.18%
FY20202021-02-182021-02-18-0.02%-5.95%-1.21%+9.63%+26.47%
FY20192020-02-202020-02-20+1.15%-8.33%-22.56%+13.25%+75.77%
FY20182019-02-212019-02-21-0.68%-1.40%-2.43%+4.12%+4.65%
FY20172018-02-222018-02-22+0.52%-2.53%-8.39%+11.14%+46.78%
FY20162017-02-232017-02-23+0.24%+2.24%-2.39%-18.53%-5.54%
FY20152016-02-232016-02-23+0.85%+3.25%+4.94%+8.16%-14.03%
FY20142015-02-182015-02-18+1.00%+6.21%+4.11%+3.71%+0.67%
FY20132014-02-192014-02-19+0.43%+7.59%+12.32%-3.32%+31.86%
FY20122013-02-202013-02-20-0.46%+1.87%+0.97%+11.67%+30.84%
FY20112012-02-292012-02-29+2.38%+2.38%+6.82%+16.42%+22.34%

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/916365/financials