← positive_eps_streak (all companies) · XPO (all signals) · all methodology
positive_eps_streak on XPO, Inc. (XPO)
SIC 4700 — Transportation Services · CIK 1166003 · 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 XPO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-05 | 2026-02-05 | +9.69% | +2.26% | +1.63% | — | — |
| FY2024 | 2025-02-07 | 2025-02-07 | -1.13% | -1.70% | -28.28% | -27.30% | +35.06% |
| FY2023 | 2024-02-08 | 2024-02-08 | +2.37% | +2.54% | +3.72% | -6.19% | +25.39% |
| FY2022 | 2023-02-13 | 2023-02-13 | +3.73% | -3.95% | -10.31% | +29.79% | +229.90% |
| FY2021 | 2022-02-16 | 2022-02-16 | -0.63% | -2.81% | +7.56% | -25.98% | -12.11% |
| FY2020 | 2021-02-12 | 2021-02-12 | +1.15% | -3.92% | +5.50% | +22.09% | -5.52% |
| FY2019 | 2020-02-10 | 2020-02-10 | -2.01% | +4.13% | -32.14% | -30.28% | +29.19% |
| FY2018 | 2019-02-14 | 2019-02-14 | -12.73% | -12.39% | -16.62% | -5.14% | +59.87% |
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.