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positive_eps_streak on IMPERIAL OIL LTD (IMO)
SIC 2911 — Petroleum Refining · CIK 49938 · 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 IMO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | +1.96% | -3.31% | +5.05% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +2.18% | -4.65% | -0.81% | +2.02% | +73.44% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.69% | +3.62% | +11.39% | +10.29% | +9.43% |
| FY2019 | 2020-02-26 | 2020-02-26 | -1.94% | +1.51% | -52.19% | -29.60% | +5.96% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.95% | -0.09% | -1.19% | -0.38% | -18.34% |
| FY2017 | 2018-03-01 | 2018-03-01 | -0.64% | +0.82% | -0.90% | +18.14% | +3.40% |
| FY2016 | 2017-02-23 | 2017-02-23 | -3.37% | -5.14% | -5.23% | -10.86% | -14.93% |
| FY2015 | 2016-02-24 | 2016-02-24 | +0.64% | +3.69% | +4.72% | -0.32% | +5.39% |
| FY2014 | 2015-02-25 | 2015-02-25 | -1.93% | -1.91% | +2.84% | +5.12% | -19.25% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.46% | +5.31% | +5.02% | +13.32% | -10.84% |
| FY2012 | 2013-02-27 | 2013-02-27 | -0.10% | +1.20% | -1.43% | -6.24% | +6.85% |
| FY2011 | 2012-02-27 | 2012-02-27 | -0.44% | -3.59% | -3.11% | -15.77% | -12.73% |
| FY2010 | 2011-02-25 | 2011-02-25 | +1.25% | +5.49% | -0.37% | -9.59% | -5.02% |
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.