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positive_eps_streak on Acadian Asset Management Inc. (AAMI)
SIC 6282 — Investment Advice · CIK 1748824 · 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 AAMI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +2.02% | -4.98% | -2.85% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +0.90% | -1.15% | +9.05% | +19.65% | +125.09% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.71% | +1.24% | +1.20% | -1.56% | +9.60% |
| FY2022 | 2023-02-28 | 2023-02-28 | +0.44% | -1.32% | -8.81% | -13.20% | -9.44% |
| FY2021 | 2022-02-28 | 2022-02-28 | -3.23% | -10.68% | +1.26% | -18.36% | +5.70% |
| FY2020 | 2021-03-01 | 2021-03-01 | -0.99% | +0.00% | -1.20% | +15.73% | +24.53% |
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.