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positive_eps_streak on Energy Transfer LP (ET)

SIC 4922 — Natural Gas Transmission · CIK 1276187 · 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 ET

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19+0.42%-1.11%+0.32%
FY20242025-02-142025-02-14+1.55%-5.10%-5.45%-8.22%+1.85%
FY20232024-02-162024-02-16+0.62%+0.96%+6.94%+11.25%+47.64%
FY20192020-02-212020-02-21-4.86%-8.73%-56.75%-33.19%-29.69%
FY20182019-02-222019-02-22+0.00%-2.54%+0.07%-2.22%-17.82%
FY20172018-02-232018-02-23-2.16%-6.35%-14.73%+4.29%-3.76%
FY20162017-02-242017-02-24+0.48%+2.17%+0.16%-0.52%-7.44%
FY20152016-02-292016-02-29+0.29%+18.00%-2.57%+78.51%+190.48%
FY20142015-03-022015-03-02+0.63%-0.74%+0.52%+10.19%-76.37%
FY20132014-02-272014-02-27-0.46%+4.83%+4.45%+18.20%+49.98%
FY20122013-03-012013-03-01+2.85%+7.18%+7.72%+12.24%+73.16%
FY20112012-02-222012-02-22+0.53%+0.95%+0.37%-9.45%+26.74%

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/1276187/financials