← positive_eps_streak (all companies) · TTEK (all signals) · all methodology

positive_eps_streak on TETRA TECH INC (TTEK)

SIC 8711 — Services-Engineering Services · CIK 831641 · 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 TTEK

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-202025-11-20-6.08%-1.28%-1.92%+5.97%
FY20242024-11-192024-11-19-1.28%+2.21%+0.21%-24.85%-18.32%
FY20232023-11-222023-11-22+0.04%-3.74%+1.27%+6.88%+25.16%
FY20222022-11-252022-11-25-1.17%+0.29%-3.41%-10.00%+4.94%
FY20212021-11-242021-11-24-2.97%-1.00%-11.54%-21.93%-18.16%
FY20202020-11-232020-11-23-0.22%-1.50%-5.46%+15.28%+56.32%
FY20192019-11-292019-11-29-1.17%-1.55%-2.19%-0.74%+36.03%
FY20182018-11-162018-11-16+0.24%-3.93%-17.75%-9.49%+32.62%
FY20172017-11-202017-11-20+2.99%+3.50%-2.07%-0.21%+31.74%
FY20162016-11-222016-11-22+1.17%+0.32%+1.61%-0.40%+17.03%
FY20122012-11-152012-11-15-0.29%+3.45%+6.21%+21.25%+18.66%
FY20112011-11-172011-11-17+1.87%-7.29%-4.33%+10.89%+11.62%

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/831641/financials