← positive_eps_streak (all companies) · AAME (all signals) · all methodology
positive_eps_streak on ATLANTIC AMERICAN CORP (AAME)
SIC 6311 — Life Insurance · CIK 8177 · 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 AAME
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-06-30 | 2023-06-30 | +0.00% | -1.55% | -5.18% | -0.97% | -16.48% |
| FY2017 | 2018-03-26 | 2018-03-26 | +0.00% | +1.54% | +0.62% | -24.15% | -19.82% |
| FY2016 | 2017-03-24 | 2017-03-24 | -3.85% | +2.56% | -3.36% | -5.94% | -16.25% |
| FY2015 | 2016-03-29 | 2016-03-29 | +0.97% | +17.15% | +2.84% | -4.20% | -10.26% |
| FY2014 | 2015-03-27 | 2015-03-27 | +1.77% | +0.00% | +0.76% | -6.35% | +5.07% |
| FY2013 | 2014-03-26 | 2014-03-26 | +0.00% | -0.54% | -5.41% | +5.41% | +9.21% |
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.