← positive_eps_streak (all companies) · CVX (all signals) · all methodology
positive_eps_streak on CHEVRON CORP (CVX)
SIC 2911 — Petroleum Refining · CIK 93410 · 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 CVX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | -0.60% | +1.85% | +11.57% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +0.62% | +1.08% | +4.99% | -10.67% | +23.43% |
| FY2023 | 2024-02-26 | 2024-02-26 | -1.48% | -3.61% | +1.31% | +4.62% | +5.83% |
| FY2019 | 2020-02-21 | 2020-02-21 | -3.94% | -14.37% | -45.52% | -13.85% | -4.40% |
| FY2015 | 2016-02-25 | 2016-02-25 | -1.11% | +2.61% | +11.20% | +18.22% | +34.43% |
| FY2014 | 2015-02-20 | 2015-02-20 | -0.68% | -1.77% | -1.45% | -0.82% | -14.26% |
| FY2013 | 2014-02-21 | 2014-02-21 | +1.30% | +2.35% | +2.62% | +10.05% | -0.77% |
| FY2012 | 2013-02-22 | 2013-02-22 | -2.09% | +0.81% | +4.50% | +8.47% | +1.79% |
| FY2011 | 2012-02-23 | 2012-02-23 | +0.67% | +1.30% | -2.77% | -8.31% | +9.69% |
| FY2010 | 2011-02-24 | 2011-02-24 | +0.07% | +2.12% | +3.28% | +1.31% | +10.30% |
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.