← positive_eps_streak (all companies) · OKE (all signals) · all methodology
positive_eps_streak on ONEOK INC /NEW/ (OKE)
SIC 4923 — Natural Gas Transmisison & Distribution · CIK 1039684 · 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 OKE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-24 | 2026-02-24 | -0.74% | +2.28% | +9.71% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -0.01% | -2.07% | +6.90% | -13.48% | -7.38% |
| FY2023 | 2024-02-27 | 2024-02-27 | +0.00% | +4.24% | +5.78% | +11.15% | +41.22% |
| FY2022 | 2023-02-28 | 2023-02-28 | +1.08% | +3.16% | -6.83% | -9.23% | +21.61% |
| FY2021 | 2022-03-01 | 2022-03-01 | +5.12% | +4.58% | +11.63% | +3.51% | +10.85% |
| FY2020 | 2021-02-23 | 2021-02-23 | +2.39% | +2.78% | +4.01% | +18.03% | +40.88% |
| FY2019 | 2020-02-25 | 2020-02-25 | -0.43% | -7.28% | -70.04% | -48.76% | -28.53% |
| FY2018 | 2019-02-26 | 2019-02-26 | +1.34% | +2.58% | +7.78% | +5.38% | +19.92% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.18% | +0.04% | -0.07% | +18.64% | +18.82% |
| FY2016 | 2017-02-28 | 2017-02-28 | +2.48% | +4.68% | -1.83% | -1.24% | +9.75% |
| FY2015 | 2016-02-23 | 2016-02-23 | +0.99% | +13.56% | +41.76% | +91.49% | +165.07% |
| FY2014 | 2015-02-25 | 2015-02-25 | -3.13% | -0.79% | +3.68% | +0.59% | -49.34% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.39% | +1.48% | -0.70% | +9.31% | -19.56% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.80% | +2.23% | +4.87% | +9.45% | +56.36% |
| FY2011 | 2012-02-21 | 2012-02-21 | +0.10% | -1.42% | -0.52% | +1.94% | +17.27% |
| FY2010 | 2011-02-22 | 2011-02-22 | +0.06% | +0.24% | +4.25% | +12.38% | +35.55% |
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.