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positive_eps_streak on AMERICAN PUBLIC EDUCATION INC (APEI)

SIC 8200 — Services-Educational Services · CIK 1201792 · 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 APEI

FYFiling dateEvent date1d5d20d60d252d
FY20212022-03-022022-03-02-0.14%+1.86%+3.06%-34.19%-50.86%
FY20202021-03-092021-03-09+8.95%+24.90%+25.62%+3.02%-25.08%
FY20192020-03-102020-03-10-3.16%+13.55%+3.35%+51.84%+43.15%
FY20182019-03-122019-03-12+3.98%-3.12%-0.77%-11.51%-37.22%
FY20172018-02-272018-02-27+21.54%+58.70%+63.64%+58.10%+27.71%
FY20162017-03-012017-03-01+1.46%+0.00%+7.80%+10.98%+38.29%
FY20152016-02-292016-02-29+21.91%+41.93%+39.60%+77.51%+56.51%
FY20142015-02-262015-02-26-5.51%-11.55%-11.46%-29.92%-56.58%
FY20132014-02-272014-02-27-23.42%-20.00%-24.97%-23.24%-29.95%
FY20122013-02-282013-02-28-6.99%-17.03%-10.35%-0.59%-8.99%
FY20112012-02-282012-02-28-5.25%-7.48%-7.98%-31.04%-12.41%
FY20102011-02-182011-02-18-3.47%-2.46%-5.86%-0.02%-3.15%

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/1201792/financials