← positive_eps_streak (all companies) · AMZN (all signals) · all methodology
positive_eps_streak on AMAZON COM INC (AMZN)
SIC 5961 — Retail-Catalog & Mail-Order Houses · CIK 1018724 · 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 AMZN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-06 | 2026-02-06 | -0.76% | -5.48% | +1.51% | — | — |
| FY2021 | 2022-02-04 | 2022-02-04 | +0.19% | -2.76% | -12.81% | -21.18% | -35.23% |
| FY2020 | 2021-02-03 | 2021-02-03 | +0.56% | -0.78% | -10.11% | +4.68% | -9.06% |
| FY2019 | 2020-01-31 | 2020-01-31 | -0.23% | +3.51% | -2.73% | +15.20% | +66.42% |
| FY2018 | 2019-02-01 | 2019-02-01 | +0.44% | -2.34% | +4.30% | +18.47% | +23.24% |
| FY2017 | 2018-02-02 | 2018-02-02 | -2.79% | -6.32% | +6.55% | +10.65% | +16.00% |
| FY2011 | 2012-02-01 | 2012-02-01 | +1.26% | +3.35% | +0.32% | +26.41% | +44.87% |
| FY2010 | 2011-01-28 | 2011-01-28 | -0.88% | +2.80% | +1.26% | +6.52% | +12.28% |
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.