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positive_eps_streak on Xylem Inc. (XYL)

SIC 3561 — Pumps & Pumping Equipment · CIK 1524472 · 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 XYL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-252026-02-25+2.86%+0.89%-5.08%
FY20242025-03-032025-03-03-1.90%-1.18%-7.95%-3.18%+0.93%
FY20232024-02-282024-02-28+1.13%+0.57%+2.98%+14.40%+4.46%
FY20222023-02-242023-02-24+0.15%+1.48%-3.72%+1.89%+24.32%
FY20212022-02-252022-02-25-2.18%-6.25%-4.66%-10.66%+14.33%
FY20202021-02-262021-02-26+2.68%+0.68%+5.22%+16.41%-7.75%
FY20192020-02-282020-02-28+6.40%+5.02%-15.31%-15.63%+33.90%
FY20182019-02-222019-02-22+0.61%+2.10%+3.02%-0.40%+16.63%
FY20172018-02-232018-02-23+0.43%-3.19%-0.32%-3.82%+0.48%
FY20162017-02-232017-02-23+0.80%+2.88%+2.88%+9.45%+61.71%
FY20152016-02-262016-02-26-0.82%+1.33%+5.78%+15.74%+31.55%
FY20142015-02-262015-02-26-0.20%-0.53%-3.08%+3.41%+7.18%
FY20132014-02-272014-02-27-0.05%-2.72%-9.12%-2.07%-8.00%
FY20122013-02-252013-02-25-0.07%+1.74%+2.63%+6.65%+45.80%

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/1524472/financials