← positive_eps_streak (all companies) · DTE (all signals) · all methodology
positive_eps_streak on DTE ENERGY CO (DTE)
SIC 4911 — Electric Services · CIK 936340 · 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 DTE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-17 | 2026-02-17 | -1.43% | +0.97% | +4.02% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | +0.96% | +3.27% | +5.83% | +4.98% | +17.03% |
| FY2023 | 2024-02-08 | 2024-02-08 | +0.17% | +3.40% | +8.24% | +8.94% | +24.17% |
| FY2022 | 2023-02-23 | 2023-02-23 | +0.61% | -3.53% | -7.80% | -2.50% | -2.06% |
| FY2021 | 2022-02-10 | 2022-02-10 | +0.24% | +2.30% | +9.57% | +12.55% | +1.33% |
| FY2020 | 2021-02-19 | 2021-02-19 | +1.64% | -2.05% | +9.05% | +18.15% | +19.58% |
| FY2019 | 2020-02-05 | 2020-02-05 | -0.18% | -0.52% | -13.53% | -24.28% | -7.49% |
| FY2018 | 2019-02-07 | 2019-02-07 | +0.22% | +0.77% | +4.14% | +6.54% | +16.44% |
| FY2017 | 2018-02-16 | 2018-02-16 | -1.92% | -1.39% | -2.03% | -2.72% | +19.68% |
| FY2016 | 2017-02-09 | 2017-02-09 | +0.15% | +1.50% | +3.14% | +8.36% | +7.21% |
| FY2015 | 2016-02-10 | 2016-02-10 | -1.99% | -0.76% | +2.58% | +5.82% | +17.10% |
| FY2014 | 2015-02-13 | 2015-02-13 | +0.43% | +2.87% | -2.31% | -3.19% | +7.52% |
| FY2013 | 2014-02-14 | 2014-02-14 | +0.54% | +0.18% | +1.28% | +7.13% | +18.32% |
| FY2012 | 2013-02-20 | 2013-02-20 | -0.05% | +2.16% | +3.44% | +10.54% | +15.96% |
| FY2011 | 2012-02-16 | 2012-02-16 | +0.56% | +1.57% | +3.02% | +5.34% | +25.18% |
| FY2010 | 2011-02-18 | 2011-02-18 | -1.44% | -0.11% | +2.41% | +11.90% | +20.86% |
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.