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positive_eps_streak on AMERICAN ELECTRIC POWER CO INC (AEP)
SIC 4911 — Electric Services · CIK 4904 · 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 AEP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +2.78% | +2.33% | +5.68% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | +0.83% | +4.30% | +4.53% | +0.89% | +33.27% |
| FY2023 | 2024-02-26 | 2024-02-26 | +4.09% | +5.18% | +2.60% | +15.80% | +35.21% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.31% | -3.00% | -5.84% | -3.71% | -7.13% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.35% | +8.57% | +11.41% | +16.09% | +7.68% |
| FY2020 | 2021-02-25 | 2021-02-25 | -1.90% | +1.25% | +11.04% | +14.53% | +17.46% |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.65% | -10.28% | -21.07% | -22.71% | -20.05% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.70% | +0.00% | +3.62% | +6.65% | +29.16% |
| FY2017 | 2018-02-23 | 2018-02-23 | -0.59% | -3.25% | -1.45% | -2.49% | +23.68% |
| FY2016 | 2017-02-28 | 2017-02-28 | -1.27% | -1.09% | +1.30% | +5.73% | +1.40% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.40% | -1.78% | +3.29% | +2.21% | +8.55% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.63% | -1.94% | -1.74% | -3.93% | +11.16% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.42% | -0.02% | -1.38% | +3.07% | +20.37% |
| FY2012 | 2013-02-26 | 2013-02-26 | +0.71% | +2.87% | +3.67% | +5.89% | +13.12% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.92% | +0.61% | +1.82% | +0.78% | +28.71% |
| FY2010 | 2011-02-25 | 2011-02-25 | +1.42% | +0.14% | -1.62% | +10.20% | +13.82% |
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.