← positive_eps_streak (all companies) · UGA (all signals) · all methodology
positive_eps_streak on United States Gasoline Fund, LP (UGA)
SIC 6221 — Commodity Contracts Brokers & Dealers · CIK 1396878 · 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 UGA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-28 | 2025-02-28 | -1.79% | -5.66% | +0.43% | -5.44% | +24.08% |
| FY2023 | 2024-02-29 | 2024-02-29 | +1.50% | -0.72% | +6.26% | -0.79% | -8.09% |
| FY2022 | 2023-02-27 | 2023-02-27 | +1.80% | +7.99% | +4.25% | +5.15% | +14.04% |
| FY2021 | 2022-02-25 | 2022-02-25 | +2.03% | +22.25% | +19.25% | +35.08% | +15.90% |
| FY2013 | 2014-03-10 | 2014-03-10 | +0.47% | -2.30% | -0.60% | +1.09% | -39.91% |
| FY2012 | 2013-03-13 | 2013-03-13 | +0.24% | -0.65% | -8.94% | -7.29% | -4.21% |
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.