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positive_eps_streak on PG&E Corp (PCG)
SIC 4931 — Electric & Other Services Combined · CIK 1004980 · 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 PCG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +3.42% | +4.56% | +3.30% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | -3.53% | +0.88% | +5.87% | +8.80% | +14.61% |
| FY2017 | 2018-02-09 | 2018-02-09 | +2.00% | +4.74% | +9.98% | +10.89% | -59.99% |
| FY2016 | 2017-02-16 | 2017-02-16 | +0.84% | +4.64% | +5.05% | +5.61% | -34.78% |
| FY2015 | 2016-02-18 | 2016-02-18 | -0.20% | +4.18% | +5.36% | +6.49% | +16.81% |
| FY2014 | 2015-02-10 | 2015-02-10 | -2.83% | -2.22% | -9.56% | -8.07% | +2.40% |
| FY2013 | 2014-02-11 | 2014-02-11 | +1.67% | +1.86% | +2.69% | +6.16% | +35.17% |
| FY2012 | 2013-02-21 | 2013-02-21 | +1.38% | +2.97% | +5.46% | +15.26% | +10.75% |
| FY2011 | 2012-02-16 | 2012-02-16 | +0.09% | -1.30% | +2.34% | +5.30% | +6.37% |
| FY2010 | 2011-02-17 | 2011-02-17 | -0.40% | +0.61% | -5.42% | +1.11% | -2.97% |
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.