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positive_eps_streak on Essential Utilities, Inc. (WTRG)

SIC 4941 — Water Supply · CIK 78128 · 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 WTRG

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26+0.48%-0.50%+2.54%
FY20242025-02-272025-02-27+1.09%+2.34%+2.87%+4.30%+10.69%
FY20232024-02-292024-02-29+0.23%+1.06%+6.53%+7.90%+15.24%
FY20222023-03-012023-03-01-0.14%-0.31%-0.07%-5.03%-15.45%
FY20212022-03-012022-03-01+1.42%+0.41%+9.59%-0.65%-6.54%
FY20202021-03-012021-03-01-0.81%-2.98%+3.79%+10.49%+12.02%
FY20192020-02-282020-02-28+5.65%+8.51%-6.02%-3.37%+2.24%
FY20182019-02-262019-02-26+0.56%-0.03%+4.57%+11.33%+43.17%
FY20172018-02-282018-02-28-1.55%-2.22%-1.75%+1.65%+7.95%
FY20162017-02-242017-02-24+1.06%+1.97%+2.61%+3.62%+15.47%
FY20152016-02-262016-02-26-0.26%+2.97%+3.07%+3.07%+4.87%
FY20142015-02-272015-02-27-0.23%-2.99%-0.57%+0.25%+18.54%
FY20132014-03-032014-03-03+0.89%-0.24%+1.33%+1.83%+9.67%
FY20122013-02-282013-02-28-0.17%+1.79%+7.93%+11.52%+10.68%
FY20112012-02-272012-02-27-1.39%-0.58%-0.04%+1.50%+34.07%
FY20102011-02-252011-02-25+0.90%+1.16%+0.72%+0.04%+2.93%

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)

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/78128/financials