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positive_eps_streak on PLAINS ALL AMERICAN PIPELINE LP (PAA)

SIC 4610 — Pipe Lines (No Natural Gas) · CIK 1070423 · 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 PAA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+2.10%+5.60%+7.32%
FY20242025-02-282025-02-28-1.92%-4.87%-0.64%-15.16%+14.67%
FY20232024-02-292024-02-29+1.04%+2.50%+6.94%+5.70%+26.37%
FY20192020-02-272020-02-27+0.96%-3.25%-56.20%-26.51%-31.51%
FY20182019-02-272019-02-27+0.69%+1.60%+4.83%+3.47%-37.31%
FY20172018-02-272018-02-27-1.54%+3.73%+0.84%+14.16%+14.69%
FY20162017-02-232017-02-23+4.29%+7.69%+4.53%-5.65%-24.24%
FY20152016-02-252016-02-25+1.29%+7.14%+3.67%+22.51%+62.98%
FY20142015-02-252015-02-25-5.50%-5.80%-10.91%-8.35%-56.39%
FY20132014-02-282014-02-28+0.37%-1.18%+0.90%+3.80%-4.67%
FY20122013-02-272013-02-27+0.00%-1.37%+2.37%+7.93%+3.56%
FY20112012-02-282012-02-28+0.94%-2.88%-3.19%-2.77%+39.24%
FY20102011-02-252011-02-25+0.44%+0.60%-2.84%-4.01%+34.33%

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/1070423/financials