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positive_eps_streak on DELTA AIR LINES, INC. (DAL)

SIC 4512 — Air Transportation, Scheduled · CIK 27904 · 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 DAL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-112026-02-11-2.69%-5.57%-18.65%
FY20242025-02-112025-02-11+2.44%+0.45%-29.87%-24.85%+8.62%
FY20232024-02-122024-02-12-1.40%+0.05%+5.62%+29.14%+59.56%
FY20192020-02-132020-02-13-0.39%-1.45%-34.68%-62.52%-26.28%
FY20182019-02-152019-02-15+1.45%+0.65%+0.03%+9.58%+18.08%
FY20172018-02-232018-02-23+2.30%-0.37%+0.82%+1.57%-2.54%
FY20162017-02-132017-02-13-0.40%+2.30%-7.18%+0.22%+6.40%
FY20152016-02-052016-02-05-2.95%+2.66%+15.55%+2.49%+16.78%
FY20142015-02-112015-02-11-0.38%+2.30%+0.98%+3.06%-4.15%
FY20132014-02-242014-02-24+2.43%+0.43%+2.68%+16.77%+49.23%
FY20122013-02-132013-02-13-3.65%-8.25%+10.15%+22.67%+113.20%

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/27904/financials