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positive_eps_streak on PINNACLE WEST CAPITAL CORP (PNW)

SIC 4911 — Electric Services · CIK 764622 · 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 PNW

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-252026-02-25-0.25%+3.21%-2.09%
FY20242025-02-252025-02-25-1.63%-1.46%-1.77%-1.27%+11.16%
FY20232024-02-272024-02-27-3.06%-0.58%+4.32%+14.03%+39.99%
FY20222023-02-272023-02-27-0.58%+2.66%+4.28%+5.93%-5.50%
FY20212022-02-252022-02-25-1.61%+3.42%+5.54%+5.65%+7.33%
FY20202021-02-242021-02-24-0.03%-0.10%+8.95%+18.02%-2.72%
FY20192020-02-212020-02-21-2.57%-13.62%-36.73%-27.00%-25.02%
FY20182019-02-222019-02-22+0.49%-0.47%+3.75%+4.43%+11.83%
FY20172018-02-232018-02-23+0.16%-4.03%-2.98%-4.07%+20.22%
FY20162017-02-242017-02-24-0.32%+1.95%+3.29%+5.36%+1.77%
FY20152016-02-192016-02-19+1.90%+0.42%+6.52%+10.21%+19.30%
FY20142015-02-202015-02-20+0.40%-2.57%-1.58%-7.04%+9.93%
FY20132014-02-212014-02-21-0.53%+1.68%-1.44%+1.01%+25.41%
FY20122013-02-222013-02-22-1.84%+1.16%+2.42%+9.61%+2.19%
FY20112012-02-242012-02-24-0.02%-1.94%-0.57%+2.56%+21.16%

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/764622/financials