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positive_eps_streak on UGI CORP /PA/ (UGI)
SIC 4932 — Gas & Other Services Combined · CIK 884614 · 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 UGI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2022-11-21 | 2022-11-21 | -1.00% | -7.35% | -10.14% | -3.25% | -43.29% |
| FY2021 | 2021-11-19 | 2021-11-19 | +1.80% | -1.14% | +2.26% | -12.82% | -3.52% |
| FY2020 | 2020-11-20 | 2020-11-20 | +1.84% | -1.11% | -3.50% | +13.35% | +28.67% |
| FY2019 | 2019-11-26 | 2019-11-26 | +0.63% | -2.34% | +2.02% | -9.31% | -11.26% |
| FY2018 | 2018-11-20 | 2018-11-20 | +0.35% | +0.88% | -0.90% | -4.99% | -20.98% |
| FY2017 | 2017-11-21 | 2017-11-21 | +0.36% | +0.90% | -0.87% | -8.65% | +21.79% |
| FY2016 | 2016-11-22 | 2016-11-22 | -1.30% | -1.08% | +0.40% | +5.68% | +7.57% |
| FY2015 | 2015-11-30 | 2015-11-30 | +0.03% | -4.10% | +0.01% | +7.01% | +36.86% |
| FY2014 | 2014-11-28 | 2014-11-28 | -1.09% | +1.88% | +5.63% | -9.66% | -5.65% |
| FY2013 | 2013-12-16 | 2013-12-16 | -0.03% | +2.43% | +4.09% | +13.11% | +39.38% |
| FY2012 | 2012-11-21 | 2012-11-21 | +0.03% | +4.97% | +4.56% | +12.85% | +32.22% |
| FY2011 | 2011-11-21 | 2011-11-21 | -1.04% | +1.39% | +0.42% | -3.64% | +14.20% |
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.