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positive_eps_streak on INTERNATIONAL PAPER CO /NEW/ (IP)

SIC 2621 — Paper Mills · CIK 51434 · 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 IP

FYFiling dateEvent date1d5d20d60d252d
FY20242025-02-212025-02-21+0.37%+2.27%-6.73%-8.36%-16.72%
FY20232024-02-162024-02-16-0.17%-4.35%-1.12%+12.77%+63.37%
FY20222023-02-172023-02-17-5.64%-4.42%-8.99%-17.74%-4.08%
FY20212022-02-182022-02-18+0.36%-6.87%-4.24%+5.22%-18.81%
FY20202021-02-192021-02-19+0.92%+1.43%+9.46%+30.95%+3.14%
FY20192020-02-192020-02-19+1.81%-7.98%-26.64%-25.17%+19.37%
FY20182019-02-202019-02-20-2.07%-2.28%-5.38%-4.99%-5.66%
FY20172018-02-222018-02-22+2.04%+0.09%-11.83%-5.75%-15.10%
FY20162017-02-222017-02-22+0.37%+3.15%-1.65%-2.33%+16.03%
FY20152016-02-252016-02-25+1.29%+10.12%+17.25%+16.21%+57.28%
FY20142015-02-262015-02-26-0.62%-2.10%-4.49%-5.74%-35.43%
FY20132014-02-272014-02-27+0.08%-1.47%-6.69%-3.53%+20.60%
FY20122013-02-262013-02-26+3.04%+5.87%+7.06%+9.46%+17.94%
FY20112012-02-272012-02-27+2.12%+4.66%+6.10%-11.76%+34.10%

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)

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/51434/financials