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positive_eps_streak on AMN HEALTHCARE SERVICES INC (AMN)
SIC 7363 — Services-Help Supply Services · CIK 1142750 · 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 AMN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-22 | 2024-02-22 | -4.04% | -1.56% | +16.60% | +2.66% | -54.20% |
| FY2022 | 2023-02-22 | 2023-02-22 | -1.98% | -4.51% | -11.99% | +1.08% | -41.81% |
| FY2021 | 2022-02-24 | 2022-02-24 | +4.72% | +3.07% | -0.52% | -14.92% | -12.51% |
| FY2020 | 2021-02-26 | 2021-02-26 | +4.69% | -0.33% | +3.50% | +23.69% | +49.47% |
| FY2019 | 2020-02-25 | 2020-02-25 | +0.89% | +1.17% | -5.42% | -37.01% | +6.10% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.53% | -5.87% | -7.32% | -5.38% | +39.56% |
| FY2017 | 2018-02-16 | 2018-02-16 | +0.00% | -0.62% | +4.69% | -0.44% | -5.22% |
| FY2016 | 2017-02-17 | 2017-02-17 | +3.81% | +2.70% | +5.90% | -4.67% | +38.82% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.72% | +3.40% | +12.25% | +22.51% | +46.53% |
| FY2014 | 2015-02-25 | 2015-02-25 | +1.15% | -3.14% | +1.15% | +16.96% | +28.65% |
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.