← positive_eps_streak (all companies) · HTO (all signals) · all methodology
positive_eps_streak on H2O AMERICA (HTO)
SIC 4941 — Water Supply · CIK 766829 · 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 HTO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | -0.39% | +4.63% | +7.24% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +3.19% | +5.32% | +1.77% | +1.08% | +11.12% |
| FY2023 | 2024-02-23 | 2024-02-23 | +0.04% | -1.30% | -2.28% | +4.53% | -3.96% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.15% | -2.67% | -2.39% | -2.53% | -26.13% |
| FY2021 | 2022-02-28 | 2022-02-28 | -1.70% | +5.18% | +4.00% | -4.54% | +16.46% |
| FY2020 | 2021-03-01 | 2021-03-01 | -2.18% | -0.70% | +0.30% | +0.80% | +5.26% |
| FY2019 | 2020-03-02 | 2020-03-02 | +1.03% | +3.79% | -5.26% | -4.59% | +0.06% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.00% | -2.71% | +3.38% | +3.51% | +7.15% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.49% | -3.57% | -2.95% | +13.38% | +14.78% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.09% | -1.96% | -1.52% | -1.29% | +11.29% |
| FY2015 | 2016-02-26 | 2016-02-26 | +1.12% | +3.71% | -0.42% | -6.90% | +35.87% |
| FY2014 | 2015-02-25 | 2015-02-25 | +2.10% | -1.55% | -6.90% | -6.60% | +17.50% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.88% | -3.85% | -2.30% | -8.45% | +12.74% |
| FY2012 | 2013-02-28 | 2013-02-28 | -0.08% | +4.83% | -0.04% | +3.29% | +14.68% |
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.