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positive_eps_streak on NOV Inc. (NOV)

SIC 3533 — Oil & Gas Field Machinery & Equipment · CIK 1021860 · 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 NOV

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+1.05%+7.32%-2.53%
FY20242025-02-142025-02-14+0.51%-3.54%-5.54%-15.44%+33.74%
FY20142015-02-172015-02-17+1.29%-0.82%-13.12%-5.03%-44.91%
FY20132014-02-142014-02-14-0.03%-0.63%-2.75%+6.78%-18.23%
FY20122013-02-222013-02-22-2.70%-1.67%+0.43%+3.24%+12.88%
FY20112012-02-232012-02-23-0.22%-2.48%-8.32%-26.34%-21.97%
FY20102011-02-232011-02-23-1.89%+0.21%+0.35%-14.32%+9.32%

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/1021860/financials