← positive_eps_streak (all companies) · ERII (all signals) · all methodology
positive_eps_streak on Energy Recovery, Inc. (ERII)
SIC 3559 — Special Industry Machinery, NEC · CIK 1421517 · 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 ERII
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | -35.30% | -33.50% | -37.10% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +2.52% | +6.34% | +12.67% | -15.19% | -28.95% |
| FY2023 | 2024-02-21 | 2024-02-21 | -3.27% | -2.24% | -2.69% | -10.12% | -5.38% |
| FY2022 | 2023-02-22 | 2023-02-22 | +4.60% | +5.74% | +2.87% | +20.82% | -32.79% |
| FY2021 | 2022-02-24 | 2022-02-24 | +1.69% | +3.38% | +5.61% | -3.60% | +14.91% |
| FY2020 | 2021-03-12 | 2021-03-12 | +0.62% | -4.82% | -5.08% | +4.72% | -1.45% |
| FY2019 | 2020-03-06 | 2020-03-06 | -13.81% | -28.67% | -33.90% | -23.90% | +61.24% |
| FY2018 | 2019-03-12 | 2019-03-12 | +6.05% | +7.26% | +11.02% | +20.58% | +2.91% |
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.