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Indicators in this group are ranked by market percentile; lower valuation and volatility are better.
Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.
TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.
Over 5 occurrences, 20-day forward avg gained 0.91%, beat the market by 0.35 pts; win rate 60%.
Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.
| PE percentile band | Sample days | 240-day avg return | Median | Win rate | Avg excess (vs index) |
|---|---|---|---|---|---|
| 0-20 | 1 | Insufficient data | |||
| 20-40 | 27 | Insufficient data | |||
| 40-60 | 34 | +63.6% | +70.9% | 100% | +25.8% |
| 60-80 | 606 | +40.3% | +41.1% | 93.4% | +25.6% |
| 80-100 You are here | 687 | +17% | +9.9% | 66.1% | +3.9% |
Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.
Current TTM P/E is about 41.23, placing it in the 98.4 own-history percentile, inside the 80-100 bucket.
Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.
Currently in “Expensive (own-history top third) × 60-day momentum up”: across 993 historical days, 120-day forward avg gained 12%, win rate 74.7%, beat the market by 4%.
Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.
Across 94,737 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.40%, a 58.3% positive-return rate, and +3.10 percentage points of average excess return versus the S&P 500.
Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).
Inactive signals still show the stock-specific historical forward-return distribution for context.
Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.
22 times historically; 60-day forward avg +3.82%, win rate 71.4%, beating the market by +0.53 pts on average.
The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.
13 times historically; 60-day forward avg +6.81%, win rate 84.6%, beating the market by +1.91 pts on average.
Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.
11 times historically; 60-day forward avg +9.51%, win rate 80%, beating the market by +2.4 pts on average.
Ask AI to research recent events and build a visual report.
Tell your AI:
“Help me set up FinLab and analyze ETN Eaton Corporation plc: https://finlab.finance/en/setup?stock=ETN”
This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.