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positive_eps_streak on FIRSTENERGY CORP (FE)

SIC 4911 — Electric Services · CIK 1031296 · 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 FE

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18+1.29%+3.47%+3.51%
FY20242025-02-272025-02-27+0.60%-0.70%+2.36%+10.40%+37.67%
FY20232024-02-132024-02-13-0.05%+2.35%+3.09%+9.00%+12.89%
FY20222023-02-132023-02-13-0.54%+0.25%-2.97%-1.04%-4.53%
FY20212022-02-162022-02-16+0.10%-2.99%+7.23%+4.41%+3.86%
FY20202021-02-182021-02-18-0.64%-2.16%+1.11%+10.95%+24.82%
FY20152016-02-162016-02-16-3.56%-1.26%+6.37%+2.56%-5.13%
FY20142015-02-172015-02-17-2.22%-2.33%-5.06%-5.54%-8.76%
FY20132014-02-272014-02-27-0.03%+0.16%+8.96%+3.36%+18.39%
FY20122013-02-252013-02-25-1.67%+0.76%+3.03%+12.24%-17.92%
FY20112012-02-282012-02-28+1.10%+2.05%+3.40%+7.99%-5.29%
FY20102011-02-162011-02-16-0.39%-0.68%-3.44%+13.82%+20.92%

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/1031296/financials