← positive_eps_streak (all companies) · PSX (all signals) · all methodology
positive_eps_streak on Phillips 66 (PSX)
SIC 2911 — Petroleum Refining · CIK 1534701 · 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 PSX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | +0.24% | -0.10% | +13.59% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -0.43% | +1.61% | -1.68% | -3.35% | +25.38% |
| FY2023 | 2024-02-21 | 2024-02-21 | +2.14% | -1.61% | +10.60% | +1.60% | -8.41% |
| FY2019 | 2020-02-21 | 2020-02-21 | -3.01% | -16.12% | -45.83% | -13.45% | -0.75% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.07% | +0.12% | -1.42% | -12.29% | -7.74% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.75% | -0.50% | +1.70% | +33.12% | +9.82% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.47% | +0.25% | +0.95% | +0.73% | +19.48% |
| FY2015 | 2016-02-19 | 2016-02-19 | +0.97% | -1.24% | +11.64% | -0.96% | +1.37% |
| FY2014 | 2015-02-20 | 2015-02-20 | +2.57% | +1.45% | +1.97% | +5.89% | +7.45% |
| FY2013 | 2014-02-21 | 2014-02-21 | +1.73% | -0.12% | +4.00% | +11.04% | +8.59% |
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.