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positive_eps_streak on AFLAC INC (AFL)

SIC 6321 — Accident & Health Insurance · CIK 4977 · 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 AFL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-252026-02-25+1.36%+0.04%-4.65%
FY20242025-02-262025-02-26+1.53%+2.22%+4.38%-2.64%+9.04%
FY20232024-02-222024-02-22+0.95%+1.37%+6.74%+10.95%+36.79%
FY20222023-02-242023-02-24-0.50%-0.19%-8.30%-2.28%+19.76%
FY20212022-02-232022-02-23-3.20%-2.35%+3.49%-9.08%+14.19%
FY20202021-02-232021-02-23+1.20%-1.26%+0.49%+13.86%+30.47%
FY20192020-02-212020-02-21-4.46%-16.84%-48.13%-32.56%-1.68%
FY20182019-02-252019-02-25-0.10%+0.20%+1.14%+6.66%-0.54%
FY20172018-02-232018-02-23+1.33%-2.30%-3.20%+2.15%+11.70%
FY20162017-02-242017-02-24+0.86%+0.78%+0.39%+3.66%+29.43%
FY20152016-02-252016-02-25-0.27%+1.08%+3.93%+14.61%+21.72%
FY20142015-02-262015-02-26+0.11%+1.00%+2.12%+1.47%-0.70%
FY20132014-02-272014-02-27+1.10%+2.90%-1.75%-2.68%+0.72%
FY20122013-02-272013-02-27+0.04%+2.34%+3.97%+10.98%+29.97%
FY20112012-02-272012-02-27+0.41%+0.71%+0.34%-13.45%+10.11%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/4977/financials