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positive_eps_streak on EXXON MOBIL CORP (XOM)

SIC 2911 — Petroleum Refining · CIK 34088 · 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 XOM

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-182026-02-18+0.19%-1.08%+4.59%
FY20242025-02-192025-02-19+1.54%-0.76%+4.63%-0.65%+38.11%
FY20232024-02-282024-02-28+0.19%+2.35%+10.21%+9.69%+6.78%
FY20192020-02-262020-02-26-6.02%-1.11%-29.65%-14.31%+13.88%
FY20182019-02-272019-02-27-0.55%-0.24%+1.09%-6.08%-34.10%
FY20172018-02-282018-02-28-0.71%-1.95%-3.87%+7.06%+10.10%
FY20162017-02-222017-02-22+1.05%+2.58%+1.03%+1.97%-2.59%
FY20152016-02-242016-02-24+0.60%+1.45%+2.74%+11.47%+3.87%
FY20142015-02-252015-02-25-1.06%-2.70%-5.29%-1.86%-5.19%
FY20132014-02-262014-02-26+0.05%-2.08%-1.14%+6.68%-4.79%
FY20122013-02-272013-02-27+0.02%+0.03%+1.17%+3.23%+10.05%
FY20112012-02-242012-02-24-0.13%-1.16%-2.05%-5.42%+5.20%
FY20102011-02-282011-02-28-0.85%-0.95%-2.41%-4.42%+4.32%

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/34088/financials