← positive_eps_streak (all companies) · POR (all signals) · all methodology

positive_eps_streak on PORTLAND GENERAL ELECTRIC CO /OR/ (POR)

SIC 4911 — Electric Services · CIK 784977 · 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 POR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-172026-02-17-3.01%+1.71%+1.79%
FY20242025-02-142025-02-14+2.81%+6.41%+7.52%+0.82%+28.39%
FY20232024-02-202024-02-20+1.25%-0.61%+0.34%+10.25%+13.31%
FY20222023-02-162023-02-16+3.03%+0.85%-0.08%+6.38%-11.28%
FY20212022-02-172022-02-17-1.09%+0.95%+6.96%-5.63%-0.13%
FY20202021-02-192021-02-19+0.57%+0.67%+13.66%+19.00%+24.34%
FY20192020-02-142020-02-14+0.91%-0.24%-32.70%-29.98%-29.85%
FY20182019-02-152019-02-15-0.06%+1.88%+5.99%+9.64%+31.03%
FY20172018-02-162018-02-16-2.38%-1.41%-2.09%-0.71%+24.34%
FY20162017-02-172017-02-17+1.72%+4.28%+3.23%+4.91%-3.65%
FY20152016-02-122016-02-12-0.99%+0.60%+1.57%+9.84%+17.99%
FY20142015-02-132015-02-13-0.79%+2.10%-2.32%-5.26%+6.70%
FY20132014-02-142014-02-14+0.48%+0.60%+2.50%+4.29%+19.04%
FY20122013-02-222013-02-22-1.41%+2.26%+2.67%+11.57%+13.04%
FY20112012-02-242012-02-24+0.89%-1.01%+0.55%+1.00%+24.48%

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/784977/financials