← positive_eps_streak (all companies) · NI (all signals) · all methodology
positive_eps_streak on NISOURCE INC. (NI)
SIC 4931 — Electric & Other Services Combined · CIK 1111711 · 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 NI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | +1.16% | +2.60% | +4.55% | — | — |
| FY2024 | 2025-02-12 | 2025-02-12 | +2.06% | +3.04% | -0.34% | +2.73% | +22.78% |
| FY2023 | 2024-02-21 | 2024-02-21 | -0.80% | -1.52% | +2.32% | +12.11% | +57.23% |
| FY2017 | 2018-02-20 | 2018-02-20 | -0.96% | +1.30% | +0.70% | +6.85% | +18.43% |
| FY2016 | 2017-05-08 | 2017-05-08 | -1.15% | +0.57% | +7.71% | +10.12% | +6.07% |
| FY2015 | 2016-02-18 | 2016-02-18 | +0.00% | +0.73% | +6.68% | +11.06% | +6.67% |
| FY2014 | 2015-02-18 | 2015-02-18 | -1.00% | -1.91% | -0.32% | +1.16% | +30.65% |
| FY2013 | 2014-02-18 | 2014-02-18 | +0.28% | +0.25% | +0.99% | +3.38% | +27.62% |
| FY2012 | 2013-02-19 | 2013-02-19 | -0.81% | -0.40% | +3.93% | +9.61% | +33.95% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.55% | +0.04% | +1.44% | +5.76% | +20.19% |
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.