← positive_eps_streak (all companies) · AAL (all signals) · all methodology
positive_eps_streak on American Airlines Group Inc. (AAL)
SIC 4512 — Air Transportation, Scheduled · CIK 6201 · 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 AAL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -5.32% | -5.53% | -23.40% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | -0.88% | -5.12% | -28.25% | -26.50% | -15.06% |
| FY2019 | 2020-02-19 | 2020-02-19 | +0.64% | -21.25% | -58.88% | -67.70% | -37.49% |
| FY2018 | 2019-02-25 | 2019-02-25 | +0.97% | -6.07% | -15.85% | -12.56% | -34.74% |
| FY2017 | 2018-02-21 | 2018-02-21 | +0.38% | +2.79% | +2.48% | -17.14% | -32.05% |
| FY2016 | 2017-02-22 | 2017-02-22 | -0.47% | +1.66% | -12.89% | -3.40% | +15.33% |
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.