← positive_eps_streak (all companies) · TVE (all signals) · all methodology
positive_eps_streak on Tennessee Valley Authority (TVE)
SIC 4911 — Electric Services · CIK 1376986 · 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 TVE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-13 | 2025-11-13 | -0.21% | -0.49% | -0.45% | +1.44% | — |
| FY2024 | 2024-11-14 | 2024-11-14 | +0.18% | +0.40% | +0.58% | +1.34% | +11.36% |
| FY2023 | 2023-11-14 | 2023-11-14 | -0.28% | +0.61% | +3.11% | +4.23% | +7.80% |
| FY2022 | 2022-11-15 | 2022-11-15 | -0.28% | -1.56% | +1.14% | +1.40% | +3.25% |
| FY2021 | 2021-11-15 | 2021-11-15 | -0.27% | -1.00% | -2.87% | -2.64% | -17.14% |
| FY2020 | 2020-11-17 | 2020-11-17 | -0.61% | +0.15% | +1.33% | -2.94% | +1.54% |
| FY2019 | 2019-11-15 | 2019-11-15 | -0.16% | -0.04% | +0.82% | +3.11% | +5.50% |
| FY2018 | 2018-11-15 | 2018-11-15 | +0.21% | -0.74% | +0.12% | +6.83% | +8.39% |
| FY2017 | 2017-11-15 | 2017-11-15 | -0.24% | -0.20% | +0.20% | +0.52% | +0.19% |
| FY2016 | 2016-11-15 | 2016-11-15 | +0.00% | -0.80% | -1.84% | +0.20% | +1.90% |
| FY2015 | 2015-11-20 | 2015-11-20 | +0.48% | +1.16% | +0.52% | +1.85% | +1.86% |
| FY2014 | 2014-11-17 | 2014-11-17 | +0.20% | -0.12% | -0.04% | +2.57% | +6.82% |
| FY2013 | 2013-11-18 | 2013-11-18 | -0.04% | -1.83% | -2.41% | +3.71% | +14.04% |
| FY2012 | 2012-11-16 | 2012-11-16 | -0.23% | +1.91% | +1.11% | +2.76% | -10.93% |
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.