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positive_eps_streak on Allegiant Travel CO (ALGT)
SIC 4512 — Air Transportation, Scheduled · CIK 1362468 · 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 ALGT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-29 | 2024-02-29 | -1.10% | +0.27% | +3.34% | -33.21% | -12.68% |
| FY2019 | 2020-02-27 | 2020-02-27 | +4.05% | -5.19% | -25.37% | -32.83% | +93.61% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.63% | -3.85% | -4.03% | +7.46% | +4.57% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.40% | +6.29% | +5.41% | -4.38% | -18.78% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.14% | -0.20% | -5.99% | -17.33% | +0.60% |
| FY2015 | 2016-02-22 | 2016-02-22 | +1.98% | +3.68% | +10.92% | -9.12% | +11.83% |
| FY2014 | 2015-02-26 | 2015-02-26 | -0.50% | +2.95% | +2.13% | -14.40% | -10.33% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.40% | +10.10% | +9.29% | +18.87% | +91.89% |
| FY2012 | 2013-02-26 | 2013-02-26 | +0.52% | +5.64% | +7.67% | +15.01% | +29.19% |
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.