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positive_eps_streak on Hewlett Packard Enterprise Co (HPE)
SIC 3570 — Computer & office Equipment · CIK 1645590 · 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 HPE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2023-12-22 | 2023-12-22 | +0.82% | -0.94% | -7.78% | +1.44% | +31.55% |
| FY2019 | 2019-12-13 | 2019-12-13 | +0.31% | -2.81% | -3.06% | -42.49% | -22.63% |
| FY2018 | 2018-12-12 | 2018-12-12 | -1.02% | -10.04% | -2.73% | +5.33% | +15.46% |
| FY2017 | 2017-12-15 | 2017-12-15 | +3.40% | +2.08% | +11.52% | +31.19% | -2.95% |
| FY2016 | 2016-12-15 | 2016-12-15 | -1.01% | +0.13% | -4.38% | -4.10% | +6.25% |
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.