← positive_eps_streak (all companies) · DUK (all signals) · all methodology
positive_eps_streak on Duke Energy CORP (DUK)
SIC 4931 — Electric & Other Services Combined · CIK 1326160 · 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 DUK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +1.25% | +1.84% | +0.12% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.38% | -0.91% | +1.52% | +1.43% | +17.60% |
| FY2023 | 2024-02-23 | 2024-02-23 | -2.24% | -2.02% | +2.03% | +12.91% | +30.28% |
| FY2022 | 2023-02-27 | 2023-02-27 | -1.62% | +0.18% | -1.17% | -4.31% | -1.01% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.28% | +5.77% | +10.75% | +14.20% | +2.62% |
| FY2020 | 2021-02-25 | 2021-02-25 | -1.76% | -0.76% | +9.65% | +19.20% | +15.76% |
| FY2019 | 2020-02-20 | 2020-02-20 | +0.99% | -6.35% | -26.01% | -19.02% | -8.95% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.15% | -0.09% | -0.31% | +0.12% | +6.65% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.91% | -2.42% | -2.65% | -3.45% | +20.32% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.12% | -0.06% | +1.26% | +3.68% | -0.81% |
| FY2015 | 2016-02-25 | 2016-02-25 | -3.15% | -2.76% | +4.33% | +1.79% | +11.92% |
| FY2014 | 2015-03-02 | 2015-03-02 | +0.58% | -2.98% | -1.51% | -0.06% | -0.51% |
| FY2013 | 2014-02-28 | 2014-02-28 | -1.17% | -1.16% | -0.62% | +0.50% | +13.30% |
| FY2012 | 2013-03-01 | 2013-03-01 | +0.66% | +0.56% | +4.43% | -1.12% | +5.67% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.43% | +0.05% | +0.24% | +4.01% | +15.08% |
| FY2010 | 2011-02-25 | 2011-02-25 | +0.67% | +0.62% | -0.28% | +6.54% | +24.03% |
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.