← positive_eps_streak (all companies) · NWN (all signals) · all methodology
positive_eps_streak on Northwest Natural Holding Co (NWN)
SIC 4924 — Natural Gas Distribution · CIK 1733998 · 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 NWN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | -0.85% | -1.77% | -0.40% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +3.64% | +2.57% | +4.28% | +2.44% | +34.29% |
| FY2023 | 2024-02-23 | 2024-02-23 | +2.09% | +3.01% | +0.11% | +9.37% | +22.38% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.36% | +1.45% | -2.46% | -5.07% | -19.41% |
| FY2021 | 2022-02-25 | 2022-02-25 | +4.65% | +12.64% | +10.76% | +6.64% | +1.13% |
| FY2020 | 2021-02-26 | 2021-02-26 | +0.54% | +7.75% | +9.67% | +12.44% | +7.65% |
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.