← positive_eps_streak (all companies) · ES (all signals) · all methodology
positive_eps_streak on EVERSOURCE ENERGY (ES)
SIC 4911 — Electric Services · CIK 72741 · 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 ES
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-15 | 2023-02-15 | -1.45% | -2.30% | -2.99% | -2.63% | -23.34% |
| FY2021 | 2022-02-17 | 2022-02-17 | +0.66% | -0.57% | +2.21% | +9.36% | -1.88% |
| FY2020 | 2021-02-17 | 2021-02-17 | +0.26% | -2.71% | +0.26% | +3.65% | +2.66% |
| FY2019 | 2020-02-27 | 2020-02-27 | -3.42% | +9.51% | -11.51% | -11.19% | -8.81% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.00% | -0.77% | +4.09% | +7.45% | +37.95% |
| FY2017 | 2018-02-26 | 2018-02-26 | -2.43% | -0.99% | -1.32% | -0.89% | +22.41% |
| FY2016 | 2017-02-23 | 2017-02-23 | +1.57% | +1.63% | +3.50% | +4.27% | +5.52% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.05% | +2.24% | +6.34% | -0.30% | +10.80% |
| FY2014 | 2015-02-25 | 2015-02-25 | -0.67% | -4.35% | -3.97% | -5.29% | +11.42% |
| FY2013 | 2014-02-25 | 2014-02-25 | -0.43% | +0.35% | +1.69% | +2.83% | +22.53% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.70% | +1.95% | +4.70% | +3.20% | +10.97% |
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.