← positive_eps_streak (all companies) · UPS (all signals) · all methodology
positive_eps_streak on UNITED PARCEL SERVICE INC (UPS)
SIC 4210 — Trucking & Courier Services (No Air) · CIK 1090727 · 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 UPS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | +0.53% | -0.12% | -15.36% | — | — |
| FY2024 | 2025-02-18 | 2025-02-18 | -0.36% | +2.33% | +2.98% | -13.66% | +6.95% |
| FY2023 | 2024-02-20 | 2024-02-20 | -0.25% | -0.25% | +3.07% | +0.64% | -17.71% |
| FY2022 | 2023-02-21 | 2023-02-21 | -1.04% | +2.26% | +4.67% | -3.06% | -12.55% |
| FY2021 | 2022-02-22 | 2022-02-22 | -2.15% | -1.62% | +4.52% | -16.87% | -10.91% |
| FY2020 | 2021-02-22 | 2021-02-22 | -0.49% | -0.08% | -0.33% | +32.42% | +32.47% |
| FY2019 | 2020-02-20 | 2020-02-20 | -3.32% | -14.41% | -8.71% | -13.66% | +56.77% |
| FY2018 | 2019-02-21 | 2019-02-21 | -1.25% | -0.53% | -0.89% | -9.42% | -4.66% |
| FY2017 | 2018-02-21 | 2018-02-21 | +0.36% | -0.28% | +2.82% | +11.36% | +7.93% |
| FY2016 | 2017-02-21 | 2017-02-21 | -1.95% | -1.82% | -1.12% | -3.74% | +0.27% |
| FY2015 | 2016-02-25 | 2016-02-25 | -0.29% | +1.94% | +7.89% | +4.68% | +11.89% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.20% | -1.09% | -5.05% | -0.46% | -2.26% |
| FY2013 | 2014-02-28 | 2014-02-28 | +0.01% | +2.56% | +1.64% | +8.44% | +9.33% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.27% | +2.00% | +3.93% | +5.79% | +19.08% |
| FY2011 | 2012-02-27 | 2012-02-27 | +0.12% | -0.59% | +4.95% | -1.89% | +10.99% |
| FY2010 | 2011-02-28 | 2011-02-28 | -1.96% | -2.71% | -0.38% | -0.51% | +7.29% |
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.