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positive_eps_streak on VALERO ENERGY CORP/TX (VLO)
SIC 2911 — Petroleum Refining · CIK 1035002 · 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 VLO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +2.08% | +13.00% | +17.48% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -0.41% | -6.45% | +3.35% | -0.27% | +61.84% |
| FY2023 | 2024-02-22 | 2024-02-22 | +1.29% | +1.20% | +22.32% | +18.80% | -1.54% |
| FY2019 | 2020-02-26 | 2020-02-26 | -7.71% | -10.55% | -44.74% | -6.91% | +16.43% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.63% | -1.19% | +4.01% | -5.50% | -15.22% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.44% | +1.79% | -0.15% | +35.73% | -5.13% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.46% | -0.87% | +0.10% | -3.70% | +43.35% |
| FY2015 | 2016-02-25 | 2016-02-25 | -1.70% | +5.19% | +8.49% | -7.51% | +14.61% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.45% | -3.24% | +2.28% | -0.91% | -0.81% |
| FY2013 | 2014-02-27 | 2014-02-27 | -1.09% | +9.01% | +7.54% | +12.94% | +30.09% |
| FY2012 | 2013-02-28 | 2013-02-28 | +2.28% | +2.02% | -0.22% | -3.40% | +17.60% |
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.