← positive_eps_streak (all companies) · AXP (all signals) · all methodology
positive_eps_streak on AMERICAN EXPRESS CO (AXP)
SIC 6199 — Finance Services · CIK 4962 · 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 AXP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-06 | 2026-02-06 | +0.14% | -6.03% | -14.97% | — | — |
| FY2024 | 2025-02-07 | 2025-02-07 | -2.06% | -1.81% | -17.50% | -12.78% | +15.88% |
| FY2023 | 2024-02-09 | 2024-02-09 | -0.10% | +0.04% | +3.63% | +10.79% | +45.81% |
| FY2022 | 2023-02-10 | 2023-02-10 | +1.16% | -1.09% | -12.06% | -14.12% | +18.67% |
| FY2021 | 2022-02-11 | 2022-02-11 | +0.28% | +1.60% | -9.92% | -15.39% | -4.31% |
| FY2020 | 2021-02-12 | 2021-02-12 | +0.82% | +4.88% | +13.40% | +19.50% | +49.56% |
| FY2019 | 2020-02-13 | 2020-02-13 | +1.05% | +0.33% | -25.93% | -36.19% | -1.87% |
| FY2018 | 2019-02-13 | 2019-02-13 | -0.87% | -0.88% | +4.45% | +10.52% | +26.76% |
| FY2017 | 2018-02-16 | 2018-02-16 | +0.41% | +5.01% | -2.01% | +4.47% | +11.99% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.33% | +0.58% | -1.08% | -1.58% | +23.80% |
| FY2015 | 2016-02-19 | 2016-02-19 | +1.68% | +1.22% | +11.90% | +17.68% | +48.51% |
| FY2014 | 2015-02-24 | 2015-02-24 | +1.62% | +1.30% | +0.63% | +0.46% | -31.39% |
| FY2013 | 2014-02-25 | 2014-02-25 | -0.20% | +3.00% | +1.03% | -2.03% | -7.58% |
| FY2012 | 2013-02-22 | 2013-02-22 | -0.88% | -0.32% | +5.83% | +19.26% | +45.39% |
| FY2011 | 2012-02-24 | 2012-02-24 | +1.59% | -0.64% | +7.35% | +5.99% | +18.83% |
| FY2010 | 2011-02-28 | 2011-02-28 | -0.96% | +0.32% | +4.93% | +16.50% | +25.31% |
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.