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positive_eps_streak on Trane Technologies plc (TT)

SIC 3822 — Auto Controls For Regulating Residential & Comml Environments · CIK 1466258 · 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 TT

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-052026-02-05+4.27%+5.57%-2.75%
FY20242025-02-062025-02-06-0.44%+1.00%-3.35%+12.95%+29.47%
FY20232024-02-082024-02-08+2.04%+1.12%+5.84%+21.03%+36.50%
FY20222023-02-102023-02-10+1.91%+0.57%+1.46%-2.52%+49.41%
FY20212022-02-072022-02-07+1.33%-3.52%-8.65%-9.65%+18.48%
FY20202021-02-092021-02-09+1.80%+3.84%+12.58%+25.32%+10.60%
FY20192020-02-182020-02-18+0.59%-4.80%-16.71%-31.51%+37.06%
FY20182019-02-122019-02-12+0.81%+1.75%+3.08%+17.73%+42.86%
FY20172018-02-122018-02-12-0.71%-0.96%-2.43%-2.08%+17.43%
FY20162017-02-132017-02-13-0.38%-0.57%-3.14%+8.52%+12.34%
FY20152016-02-122016-02-12+0.82%+4.64%+15.81%+29.99%+63.06%
FY20142015-02-132015-02-13+0.10%+1.40%+1.79%+0.19%-22.08%
FY20132014-02-142014-02-14+1.63%+2.64%+0.23%+2.05%+17.88%
FY20122013-02-142013-02-14+0.00%-0.79%+4.86%+6.07%+39.89%
FY20112012-02-212012-02-21-0.39%-2.20%-0.68%+3.24%+30.30%

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/1466258/financials