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positive_eps_streak on Delek Logistics Partners, LP (DKL)
SIC 4610 — Pipe Lines (No Natural Gas) · CIK 1552797 · 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 DKL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2018 | 2019-03-01 | 2019-03-01 | +3.62% | +3.08% | +2.85% | +2.73% | -14.60% |
| FY2017 | 2018-03-01 | 2018-03-01 | -2.90% | -9.03% | -8.55% | -2.80% | +17.12% |
| FY2016 | 2017-02-28 | 2017-02-28 | -0.97% | +1.62% | +1.78% | +1.68% | +11.12% |
| FY2015 | 2016-02-29 | 2016-02-29 | -7.14% | -12.31% | -3.07% | -17.92% | +6.19% |
| FY2014 | 2015-02-26 | 2015-02-26 | +2.28% | +2.82% | +1.84% | +14.51% | -18.50% |
| FY2013 | 2014-03-05 | 2014-03-05 | -0.33% | -1.34% | -2.52% | +4.85% | +31.10% |
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.