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positive_eps_streak on AUTONATION, INC. (AN)

SIC 5500 — Retail-Auto Dealers & Gasoline Stations · CIK 350698 · 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 AN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12-2.34%-2.48%-11.20%
FY20242025-02-142025-02-14+0.35%-5.64%-14.79%-0.99%+6.41%
FY20232024-02-162024-02-16-3.06%-0.51%+11.28%+19.49%+32.51%
FY20222023-02-172023-02-17-8.85%-11.18%-18.99%-16.65%-12.56%
FY20212022-02-172022-02-17+2.71%+5.46%+10.77%+14.27%+34.09%
FY20202021-02-162021-02-16-0.53%-3.07%+12.75%+23.58%+31.47%
FY20192020-02-182020-02-18+1.22%-4.47%-42.12%-30.02%+66.55%
FY20182019-02-222019-02-22-3.89%-6.29%-9.83%+6.72%+27.42%
FY20172018-02-152018-02-15+0.97%-0.27%-3.86%-11.41%-26.48%
FY20162017-02-092017-02-09+1.12%-0.91%-5.30%-13.96%+14.09%
FY20152016-02-112016-02-11+2.95%+2.48%+9.26%+3.36%+2.35%
FY20142015-02-112015-02-11-0.66%-2.52%-2.69%-1.21%-26.78%
FY20132014-02-132014-02-13+0.70%-0.62%+3.21%+8.46%+23.93%
FY20122013-02-152013-02-15-1.52%-6.37%-4.74%+0.24%+10.58%
FY20112012-02-132012-02-13-2.09%-2.70%-4.85%-2.65%+30.61%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/350698/financials