← positive_eps_streak (all companies) · COP (all signals) · all methodology
positive_eps_streak on CONOCOPHILLIPS (COP)
SIC 2911 — Petroleum Refining · CIK 1163165 · 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 COP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | +2.39% | +2.46% | +13.83% | — | — |
| FY2024 | 2025-02-18 | 2025-02-18 | +2.18% | -0.38% | +3.16% | -5.01% | +18.43% |
| FY2023 | 2024-02-15 | 2024-02-15 | -0.39% | +0.46% | +8.14% | +10.24% | -7.70% |
| FY2014 | 2015-02-24 | 2015-02-24 | +0.66% | -3.44% | -6.77% | -2.35% | -48.57% |
| FY2013 | 2014-02-25 | 2014-02-25 | -0.59% | -0.03% | +2.81% | +19.10% | +5.44% |
| FY2012 | 2013-02-19 | 2013-02-19 | -1.59% | -1.45% | +1.21% | +6.52% | +15.62% |
| FY2011 | 2012-02-21 | 2012-02-21 | +0.41% | +4.66% | +5.07% | -7.04% | +8.42% |
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.