← positive_eps_streak (all companies) · HP (all signals) · all methodology
positive_eps_streak on Helmerich & Payne, Inc. (HP)
SIC 1381 — Drilling Oil & Gas Wells · CIK 46765 · 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 HP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2024-11-13 | 2024-11-13 | -6.24% | -6.13% | -5.85% | -25.00% | -20.32% |
| FY2015 | 2015-11-25 | 2015-11-25 | -1.93% | -4.92% | -4.19% | -10.98% | +24.90% |
| FY2014 | 2014-11-26 | 2014-11-26 | -10.52% | -11.35% | -13.56% | -12.06% | -23.00% |
| FY2013 | 2013-11-27 | 2013-11-27 | -0.45% | +3.72% | +8.55% | +25.35% | -7.55% |
| FY2012 | 2012-11-21 | 2012-11-21 | +1.14% | +0.74% | +11.70% | +28.92% | +57.79% |
| FY2011 | 2011-11-23 | 2011-11-23 | +0.32% | +14.46% | +15.16% | +25.00% | -0.29% |
| FY2010 | 2010-11-24 | 2010-11-24 | -0.68% | +5.75% | +6.61% | +35.26% | +11.10% |
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.