← positive_eps_streak (all companies) · NRG (all signals) · all methodology
positive_eps_streak on NRG ENERGY, INC. (NRG)
SIC 4911 — Electric Services · CIK 1013871 · 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 NRG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-23 | 2023-02-23 | +0.27% | -2.27% | -7.46% | +1.06% | +63.54% |
| FY2021 | 2022-02-24 | 2022-02-24 | -0.50% | -2.10% | -4.53% | +20.89% | -10.16% |
| FY2020 | 2021-03-01 | 2021-03-01 | -2.68% | +3.15% | -6.24% | -18.12% | -3.04% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.00% | +2.46% | +9.33% | +16.38% | +21.45% |
| FY2011 | 2012-02-28 | 2012-02-28 | -2.56% | -4.73% | -5.98% | -10.71% | +38.46% |
| FY2010 | 2011-02-22 | 2011-02-22 | -0.85% | -2.25% | +5.66% | +24.09% | -12.12% |
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.