← positive_eps_streak (all companies) · EXC (all signals) · all methodology
positive_eps_streak on EXELON CORP (EXC)
SIC 4931 — Electric & Other Services Combined · CIK 1109357 · 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 EXC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +1.96% | +0.50% | +5.67% | — | — |
| FY2024 | 2025-02-12 | 2025-02-12 | +0.19% | +0.65% | +2.30% | +6.39% | +17.14% |
| FY2023 | 2024-02-21 | 2024-02-21 | -0.50% | -1.13% | +2.05% | +8.88% | +25.87% |
| FY2022 | 2023-02-14 | 2023-02-14 | +1.52% | -0.45% | +0.41% | +1.95% | -14.07% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.09% | +3.94% | +6.83% | +13.22% | -2.12% |
| FY2020 | 2021-02-24 | 2021-02-24 | -3.16% | -1.64% | +7.86% | +15.95% | +47.81% |
| FY2019 | 2020-02-11 | 2020-02-11 | -0.16% | +1.30% | -18.70% | -28.44% | -8.86% |
| FY2018 | 2019-02-08 | 2019-02-08 | +0.17% | +1.13% | +3.63% | +3.63% | +4.43% |
| FY2017 | 2018-02-09 | 2018-02-09 | +0.84% | +3.46% | +2.78% | +11.57% | +34.43% |
| FY2016 | 2017-02-13 | 2017-02-13 | +0.74% | +2.34% | +1.54% | -3.82% | +8.25% |
| FY2015 | 2016-02-10 | 2016-02-10 | -2.60% | +1.06% | +11.60% | +14.65% | +15.17% |
| FY2014 | 2015-02-13 | 2015-02-13 | -1.25% | +0.81% | -2.45% | +0.42% | -3.70% |
| FY2013 | 2014-02-14 | 2014-02-14 | +1.04% | +2.19% | +4.30% | +19.80% | +15.31% |
| FY2012 | 2013-02-22 | 2013-02-22 | -0.46% | +1.38% | +11.02% | +15.76% | +3.78% |
| FY2011 | 2012-02-09 | 2012-02-09 | -0.52% | -0.06% | -1.55% | -3.02% | -15.50% |
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.