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positive_eps_streak on UNION PACIFIC CORP (UNP)

SIC 4011 — Railroads, Line-Haul Operating · CIK 100885 · 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 UNP

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-062026-02-06+0.68%+3.19%+0.92%
FY20242025-02-072025-02-07+0.93%+2.95%+3.13%-11.45%+10.52%
FY20232024-02-092024-02-09-0.82%-1.15%+0.69%-2.33%+1.83%
FY20222023-02-102023-02-10+0.27%-1.90%-4.42%-1.73%+22.53%
FY20212022-02-042022-02-04-0.51%-1.48%+8.40%-3.78%-11.79%
FY20202021-02-052021-02-05-0.04%+4.39%+3.75%+11.02%+20.98%
FY20192020-02-072020-02-07+0.46%+0.09%-25.67%-14.43%+13.41%
FY20182019-02-082019-02-08+1.63%+5.27%+2.93%+8.62%+16.73%
FY20172018-02-092018-02-09+1.07%+5.49%+7.94%+8.28%+34.02%
FY20162017-02-032017-02-03-0.76%-0.59%+1.42%+2.96%+17.02%
FY20152016-02-052016-02-05+1.33%+2.89%+9.31%+16.45%+47.21%
FY20142015-02-062015-02-06-1.94%+0.65%-3.38%-12.64%-36.14%
FY20132014-02-072014-02-07-1.20%+1.83%+5.81%+6.42%+37.55%
FY20122013-02-082013-02-08+0.20%+2.76%+5.46%+16.05%+33.86%
FY20112012-02-032012-02-03-0.91%-3.86%-5.14%-0.59%+17.22%
FY20102011-02-042011-02-04+0.38%+5.06%+0.74%+10.63%+24.58%

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/100885/financials