← positive_eps_streak (all companies) · ATO (all signals) · all methodology

positive_eps_streak on ATMOS ENERGY CORP (ATO)

SIC 4924 — Natural Gas Distribution · CIK 731802 · 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 ATO

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-142025-11-14+0.32%+0.02%-1.94%+2.10%
FY20242024-11-182024-11-18-0.13%+2.78%-3.24%+1.33%+21.60%
FY20232023-11-142023-11-14-0.53%-2.23%+3.11%+0.59%+29.99%
FY20222022-11-142022-11-14+0.95%+4.76%+7.91%+5.84%+5.35%
FY20212021-11-122021-11-12+0.82%-0.56%+2.75%+14.88%+18.82%
FY20202020-11-132020-11-13-0.86%-6.35%-1.98%-10.32%-3.37%
FY20192019-11-122019-11-12+1.98%+1.53%+0.72%+11.16%-3.78%
FY20182018-11-132018-11-13+0.92%+1.87%+3.77%-0.03%+16.02%
FY20172017-11-132017-11-13+1.12%-0.48%+0.26%-8.92%+10.11%
FY20162016-11-142016-11-14+0.76%+2.72%+4.94%+7.07%+30.63%
FY20152015-11-062015-11-06-0.53%+0.74%+4.34%+17.21%+24.63%
FY20142014-11-062014-11-06+0.39%+0.53%+1.00%+5.46%+13.52%
FY20132013-11-132013-11-13+0.71%-2.97%-5.02%-1.90%+20.34%
FY20122012-11-132012-11-13-1.69%+0.73%+5.13%+11.74%+41.48%
FY20112011-11-222011-11-22-1.72%+3.32%-0.24%-3.08%+9.09%

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/731802/financials