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positive_eps_streak on ALASKA AIR GROUP, INC. (ALK)

SIC 4512 — Air Transportation, Scheduled · CIK 766421 · 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 ALK

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12-0.75%-5.58%-31.77%
FY20242025-02-142025-02-14-0.53%-4.52%-27.19%-27.54%-26.27%
FY20232024-02-142024-02-14+1.21%+5.58%+2.31%+17.32%+101.98%
FY20192020-02-122020-02-12+1.46%+0.29%-46.17%-53.97%-11.48%
FY20182019-02-152019-02-15-2.65%-5.38%-15.85%-7.45%+0.95%
FY20172018-02-152018-02-15-1.34%-1.32%+1.00%-8.81%+0.07%
FY20162017-02-282017-02-28+2.47%-2.76%-1.52%-13.26%-32.95%
FY20152016-02-112016-02-11+2.24%+8.48%+21.12%+3.17%+47.77%
FY20142015-02-112015-02-11-2.73%-2.43%+4.36%+3.06%+4.94%
FY20132014-02-132014-02-13+2.55%+2.94%+15.50%+23.58%+59.16%
FY20122013-02-142013-02-14+0.55%+4.29%+21.62%+35.33%+68.28%
FY20112012-02-212012-02-21-3.30%-4.08%-2.58%-6.97%+40.20%

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/766421/financials