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positive_eps_streak on VAALCO ENERGY INC /DE/ (EGY)
SIC 1311 — Crude Petroleum & Natural Gas · CIK 894627 · 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 EGY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-17 | 2025-03-17 | +0.49% | -4.43% | -18.23% | -4.81% | +48.18% |
| FY2023 | 2024-03-15 | 2024-03-15 | +4.15% | +11.37% | +22.92% | +17.05% | -23.73% |
| FY2019 | 2020-03-10 | 2020-03-10 | -11.24% | -41.60% | -46.27% | -27.81% | +80.47% |
| FY2013 | 2014-03-13 | 2014-03-13 | +19.06% | +17.73% | +40.13% | +13.21% | -24.25% |
| FY2012 | 2013-03-14 | 2013-03-14 | -12.03% | -15.70% | -22.72% | -30.07% | -20.71% |
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.