← positive_eps_streak (all companies) · AMS (all signals) · all methodology
positive_eps_streak on AMERICAN SHARED HOSPITAL SERVICES (AMS)
SIC 8071 — Services-Medical Laboratories · CIK 744825 · 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 AMS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-04-04 | 2025-04-04 | -5.33% | -9.67% | -10.67% | -19.00% | -55.67% |
| FY2023 | 2024-04-01 | 2024-04-01 | +0.00% | +1.37% | +10.92% | +11.60% | -4.44% |
| FY2019 | 2020-04-03 | 2020-04-03 | +3.68% | +16.18% | +16.91% | +57.35% | +92.65% |
| FY2018 | 2019-03-29 | 2019-03-29 | -3.24% | -2.52% | -0.72% | +6.83% | -38.13% |
| FY2012 | 2013-03-29 | 2013-04-01 | -4.48% | -10.95% | -17.91% | +12.94% | +60.70% |
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.