← positive_eps_streak (all companies) · AMP (all signals) · all methodology
positive_eps_streak on AMERIPRISE FINANCIAL INC (AMP)
SIC 6282 — Investment Advice · CIK 820027 · 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 AMP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -0.16% | +3.08% | -8.12% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -1.95% | -2.76% | -8.86% | -2.80% | -15.03% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.94% | +1.00% | +8.03% | +8.02% | +31.11% |
| FY2022 | 2023-02-23 | 2023-02-23 | +0.21% | +0.53% | -12.37% | -9.96% | +22.26% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.98% | -7.03% | +3.92% | -12.72% | +15.17% |
| FY2020 | 2021-02-24 | 2021-02-24 | -3.52% | -3.62% | -4.15% | +9.36% | +27.63% |
| FY2019 | 2020-02-26 | 2020-02-26 | -6.29% | -7.40% | -33.59% | -14.58% | +47.35% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.18% | -3.04% | -4.76% | +10.20% | +13.71% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.27% | -5.85% | -9.60% | -10.49% | -16.01% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.50% | +0.86% | -3.69% | -2.94% | +25.64% |
| FY2015 | 2016-02-25 | 2016-02-25 | +2.51% | +6.13% | +9.02% | +16.69% | +58.69% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.12% | -0.75% | -1.76% | -4.68% | -36.87% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.33% | +2.03% | -1.48% | +2.66% | +25.39% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.76% | +3.52% | +7.25% | +18.88% | +63.20% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.37% | -1.01% | +1.22% | -15.25% | +24.14% |
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.