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positive_eps_streak on ENTERPRISE PRODUCTS PARTNERS L.P. (EPD)

SIC 4922 — Natural Gas Transmission · CIK 1061219 · 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 EPD

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+2.08%+3.96%+8.69%
FY20242025-02-282025-02-28+0.96%+0.15%+2.01%-4.05%+19.84%
FY20232024-02-282024-02-28+0.22%+2.23%+6.06%+4.85%+32.04%
FY20222023-02-282023-02-28+0.35%+2.31%-0.39%+2.91%+15.88%
FY20212022-02-282022-02-28+0.86%+3.85%+4.55%+11.73%+12.94%
FY20202021-03-012021-03-01-0.13%+3.08%+0.89%+6.81%+17.86%
FY20192020-02-282020-02-28+4.24%-3.94%-40.23%-14.85%+5.87%
FY20182019-03-012019-03-01+0.72%+1.04%+4.75%+2.68%-6.72%
FY20172018-02-282018-02-28-0.79%-1.93%-5.35%+11.85%+16.38%
FY20162017-02-242017-02-24-0.54%+0.75%-3.08%-0.67%-1.66%
FY20152016-02-262016-02-26+1.48%+4.56%+5.51%+20.77%+27.76%
FY20142015-03-022015-03-02+0.46%-3.08%+0.27%+2.08%-25.65%
FY20132014-03-032014-03-03+0.18%-0.34%+2.88%+10.90%+1.72%
FY20122013-03-012013-03-01+0.86%+1.65%+6.83%+11.17%+23.96%
FY20112012-02-292012-02-29+0.52%-0.29%-2.33%-3.39%+15.89%
FY20102011-03-012011-03-01+0.00%-1.85%-0.99%-2.99%+26.42%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1061219/financials