← positive_eps_streak (all companies) · AEE (all signals) · all methodology
positive_eps_streak on AMEREN CORP (AEE)
SIC 4931 — Electric & Other Services Combined · CIK 1002910 · 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 AEE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | +1.38% | +2.89% | +2.95% | — | — |
| FY2024 | 2025-02-18 | 2025-02-18 | -0.45% | +1.09% | +2.27% | -2.69% | +14.93% |
| FY2023 | 2024-02-29 | 2024-02-29 | +0.18% | +2.65% | +4.84% | +1.13% | +45.31% |
| FY2022 | 2023-02-22 | 2023-02-22 | -0.63% | -5.22% | -3.59% | -1.76% | -13.60% |
| FY2021 | 2022-02-23 | 2022-02-23 | -0.61% | +2.66% | +7.12% | +11.14% | +3.39% |
| FY2020 | 2021-02-22 | 2021-02-22 | +1.21% | +0.69% | +10.64% | +19.09% | +22.46% |
| FY2019 | 2020-02-28 | 2020-02-28 | +6.86% | +8.04% | -5.45% | -9.88% | -7.18% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.28% | +1.21% | +7.15% | +7.32% | +24.52% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.63% | -1.33% | +3.89% | +9.17% | +34.66% |
| FY2016 | 2017-02-28 | 2017-02-28 | +0.13% | +0.24% | +1.96% | +3.49% | +2.36% |
| FY2015 | 2016-02-26 | 2016-02-26 | +0.99% | +1.85% | +6.79% | +1.34% | +20.94% |
| FY2011 | 2012-02-28 | 2012-02-28 | +0.44% | +0.25% | +2.98% | +1.36% | +11.63% |
| FY2010 | 2011-02-24 | 2011-02-24 | +1.40% | +3.39% | +2.97% | +12.16% | +25.23% |
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.