← positive_eps_streak (all companies) · NOG (all signals) · all methodology
positive_eps_streak on NORTHERN OIL & GAS, INC. (NOG)
SIC 1311 — Crude Petroleum & Natural Gas · CIK 1104485 · 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 NOG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-20 | 2025-02-20 | -6.73% | -9.81% | -12.95% | -18.45% | -17.47% |
| FY2023 | 2024-02-23 | 2024-02-23 | +0.26% | +5.38% | +12.84% | +18.71% | -3.01% |
| FY2014 | 2015-02-27 | 2015-02-27 | -10.67% | -10.09% | -9.40% | -17.98% | -61.25% |
| FY2013 | 2014-03-03 | 2014-03-03 | +4.17% | +0.51% | +6.87% | +12.13% | -43.06% |
| FY2012 | 2013-03-01 | 2013-03-01 | -3.61% | +6.58% | +0.07% | -0.99% | -3.18% |
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.