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positive_eps_streak on AVISTA CORP (AVA)

SIC 4931 — Electric & Other Services Combined · CIK 104918 · 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 AVA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-252026-02-25-2.07%-0.66%-3.08%
FY20242025-02-262025-02-26-0.05%-1.05%+0.10%-3.18%+6.95%
FY20232024-02-212024-02-21+0.40%-1.08%-0.43%+13.54%+17.23%
FY20222023-02-222023-02-22-0.19%-2.82%-3.30%+1.80%-14.63%
FY20212022-02-232022-02-23+2.38%+5.10%+3.40%+2.17%+2.02%
FY20202021-02-242021-02-24+3.02%+3.17%+17.81%+15.76%+11.98%
FY20192020-02-262020-02-26-1.86%+4.89%-24.73%-22.97%-14.32%
FY20182019-02-202019-02-20+0.46%-2.31%-1.78%+2.30%+29.50%
FY20172018-02-212018-02-21+0.80%-2.04%+5.70%+7.40%-11.86%
FY20162017-02-222017-02-22+0.57%+2.16%+1.80%+6.76%+30.28%
FY20152016-02-242016-02-24+1.66%-1.27%+2.93%+2.64%+5.06%
FY20142015-02-252015-02-25+0.36%-1.72%-1.01%-3.70%+20.82%
FY20132014-02-262014-02-26-0.51%+0.47%+0.88%+7.77%+19.14%
FY20122013-02-262013-02-26+1.21%+2.10%+5.03%+10.15%+20.37%
FY20112012-02-282012-02-28+0.04%+0.45%+3.04%+2.71%+11.17%

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/104918/financials