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positive_eps_streak on SPIRE INC (SR)

SIC 4924 — Natural Gas Distribution · CIK 1126956 · 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 SR

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-142025-11-14-2.51%-1.03%-2.59%+4.88%
FY20242024-11-202024-11-20+3.32%+6.90%-3.07%+9.34%+32.30%
FY20232023-11-162023-11-16+2.71%+1.66%+6.60%-0.90%+19.80%
FY20222022-11-162022-11-16+1.24%+8.71%-0.27%+6.74%-5.37%
FY20212021-11-222021-11-22+0.03%-4.50%+2.44%+2.98%+21.67%
FY20202020-11-182020-11-18+0.02%+4.76%+5.16%+5.93%+0.43%
FY20192019-11-262019-11-26-0.08%+0.35%+6.92%+8.18%-11.57%
FY20182018-11-152018-11-15+2.99%+3.00%+0.57%-0.89%+8.00%
FY20172017-11-152017-11-15+0.70%-0.06%-1.42%-16.23%+1.04%
FY20162016-11-152016-11-15-1.16%+1.24%-1.46%+0.27%+25.17%
FY20142014-11-252014-11-25-0.20%+0.87%+5.19%+4.63%+18.88%
FY20132013-11-262013-11-26-0.75%-2.52%-1.06%-1.91%+13.24%
FY20122012-11-192012-11-19+0.31%+1.86%+0.15%+4.36%+24.44%
FY20112011-11-212011-11-21-1.30%-1.55%+1.73%+6.39%+1.87%

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/1126956/financials