← positive_eps_streak (all companies) · AWK (all signals) · all methodology
positive_eps_streak on American Water Works Company, Inc. (AWK)
SIC 4941 — Water Supply · CIK 1410636 · 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 AWK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | +0.15% | +2.33% | +4.26% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +0.63% | +5.63% | +11.10% | +10.44% | +3.73% |
| FY2023 | 2024-02-14 | 2024-02-14 | +3.14% | -0.66% | -1.66% | +12.47% | +8.00% |
| FY2022 | 2023-02-15 | 2023-02-15 | -1.20% | -3.61% | -4.42% | +0.83% | -15.93% |
| FY2021 | 2022-02-16 | 2022-02-16 | +1.21% | +1.58% | +7.61% | +0.57% | +4.08% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.87% | -11.88% | -3.35% | +3.40% | -0.68% |
| FY2019 | 2020-02-18 | 2020-02-18 | -0.40% | -4.43% | -0.55% | -15.94% | +17.21% |
| FY2018 | 2019-02-19 | 2019-02-19 | -0.04% | +2.37% | +5.72% | +12.24% | +42.92% |
| FY2017 | 2018-02-20 | 2018-02-20 | -1.25% | +0.14% | +1.97% | +1.39% | +28.31% |
| FY2016 | 2017-02-21 | 2017-02-21 | +0.73% | +4.87% | +2.84% | +2.11% | +8.18% |
| FY2015 | 2016-02-25 | 2016-02-25 | -4.76% | -0.22% | -0.62% | +8.42% | +14.41% |
| FY2014 | 2015-02-25 | 2015-02-25 | -1.51% | -1.89% | -0.97% | -1.33% | +28.00% |
| FY2013 | 2014-02-27 | 2014-02-27 | +1.86% | +0.77% | +2.14% | +8.87% | +25.94% |
| FY2012 | 2013-03-01 | 2013-03-01 | +1.77% | +1.36% | +4.30% | +5.82% | +14.58% |
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.