← positive_eps_streak (all companies) · ALLY (all signals) · all methodology
positive_eps_streak on Ally Financial Inc. (ALLY)
SIC 6022 — State Commercial Banks · CIK 40729 · 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 ALLY
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +1.08% | -2.60% | -5.45% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | -0.46% | -5.65% | -9.31% | -7.72% | +11.23% |
| FY2023 | 2024-02-20 | 2024-02-20 | -1.06% | -0.25% | +3.22% | +12.88% | +5.35% |
| FY2022 | 2023-02-24 | 2023-02-24 | -2.02% | +1.03% | -19.85% | -10.01% | +26.35% |
| FY2021 | 2022-02-25 | 2022-02-25 | -1.13% | -11.25% | -11.17% | -19.39% | -38.23% |
| FY2020 | 2021-02-24 | 2021-02-24 | -4.01% | +1.17% | +1.83% | +23.96% | +15.00% |
| FY2019 | 2020-02-25 | 2020-02-25 | -0.54% | -5.67% | -45.35% | -36.29% | +68.77% |
| FY2018 | 2019-02-20 | 2019-02-20 | -0.59% | -1.99% | -2.47% | +9.97% | +10.63% |
| FY2017 | 2018-02-21 | 2018-02-21 | -1.83% | -1.80% | -3.31% | -4.53% | -2.96% |
| FY2016 | 2017-02-27 | 2017-02-27 | -2.39% | -4.17% | -15.32% | -17.35% | +23.23% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.11% | +5.41% | +5.70% | -2.97% | +36.32% |
| FY2014 | 2015-02-27 | 2015-02-27 | -2.94% | +1.44% | -1.06% | +8.08% | -15.40% |
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.