← positive_eps_streak (all companies) · AMCX (all signals) · all methodology
positive_eps_streak on AMC Networks Inc. (AMCX)
SIC 4841 — Cable & Other Pay Television Services · CIK 1514991 · 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 AMCX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-09 | 2024-02-09 | +2.08% | -7.56% | -14.78% | -11.45% | -32.27% |
| FY2022 | 2023-02-17 | 2023-02-17 | -11.80% | -16.07% | -41.28% | -50.68% | -51.23% |
| FY2021 | 2022-02-16 | 2022-02-16 | -1.42% | +8.19% | +6.30% | -7.14% | -28.51% |
| FY2020 | 2021-02-26 | 2021-02-26 | +8.45% | +5.31% | -17.66% | -23.13% | -37.70% |
| FY2019 | 2020-02-27 | 2020-02-27 | +9.54% | -3.36% | -8.66% | +3.04% | +131.77% |
| FY2018 | 2019-03-01 | 2019-03-01 | -6.04% | -6.03% | -14.51% | -18.29% | -53.20% |
| FY2017 | 2018-03-01 | 2018-03-01 | +5.70% | +2.87% | +2.36% | +17.50% | +23.50% |
| FY2016 | 2017-02-24 | 2017-02-24 | -0.38% | -1.10% | -5.50% | -12.24% | -12.31% |
| FY2015 | 2016-02-25 | 2016-02-25 | -0.38% | -2.85% | -3.66% | -1.30% | -8.10% |
| FY2014 | 2015-02-26 | 2015-02-26 | -1.25% | +0.36% | +0.30% | +6.27% | -9.41% |
| FY2013 | 2014-02-27 | 2014-02-27 | +3.08% | +4.95% | -3.77% | -17.23% | -2.35% |
| FY2012 | 2013-02-26 | 2013-02-26 | +1.84% | +4.02% | +11.93% | +19.73% | +24.30% |
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.