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positive_eps_streak on Axos Financial, Inc. (AX)

SIC 6035 — Savings Institution, Federally Chartered · CIK 1299709 · 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 AX

FYFiling dateEvent date1d5d20d60d252d
FY20252025-08-212025-08-21+5.72%+6.43%+3.13%-7.82%
FY20242024-08-222024-08-22+8.06%+6.51%+2.68%+24.30%+41.34%
FY20232023-08-292023-08-29+0.12%-0.44%-15.77%-8.84%+60.68%
FY20222022-09-082022-09-08+2.05%+2.28%-7.94%-1.60%+8.12%
FY20212021-08-262021-08-26+2.93%-1.68%-3.20%+23.53%-9.75%
FY20202020-08-262020-08-26+2.42%+0.69%-11.42%+35.19%+94.47%
FY20192019-08-282019-08-28+1.92%+3.56%+8.15%+12.23%+1.44%
FY20182018-08-232018-08-23-1.94%-5.15%-7.25%-23.10%-34.90%
FY20172017-08-242017-08-24-0.94%+0.04%+2.15%-2.45%+42.91%
FY20162016-08-252016-08-25+2.88%-2.70%+0.90%+5.57%+17.98%
FY20152015-08-262015-08-26+2.09%-9.44%+4.75%-34.80%-25.22%
FY20142014-08-282014-08-28-1.14%-1.81%-5.08%-3.57%+51.03%
FY20132013-09-042013-09-04-2.27%-0.63%+0.19%+24.42%+17.40%

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/1299709/financials