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positive_eps_streak on Encompass Health Corp (EHC)

SIC 8060 — Services-Hospitals · CIK 785161 · 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 EHC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26+0.63%+0.40%-8.82%
FY20242025-02-282025-02-28-0.35%-0.89%+0.64%+21.04%+8.55%
FY20232024-02-282024-02-28-0.43%+2.52%+4.00%+13.37%+34.53%
FY20222023-02-272023-02-27-5.99%-8.82%-12.16%+1.48%+25.47%
FY20212022-02-252022-02-25-1.48%+1.10%+1.33%-4.02%+7.68%
FY20202021-02-262021-02-26-0.62%-0.75%+3.43%+8.07%-15.45%
FY20192020-02-272020-02-27-0.37%+5.03%-20.85%-2.16%+8.92%
FY20182019-02-272019-02-27-0.24%-5.81%-7.63%-5.52%+20.79%
FY20172018-02-282018-02-28+1.00%+9.28%+7.17%+20.30%+21.66%
FY20162017-02-222017-02-22-0.40%+1.07%-1.64%+9.80%+28.85%
FY20152016-02-252016-02-25+0.03%+1.97%+1.20%+16.47%+23.62%
FY20142015-03-022015-03-02-2.20%-6.96%+2.04%-1.15%-17.29%
FY20132014-02-202014-02-20-1.42%+0.71%+3.98%+3.46%+41.15%
FY20122013-02-192013-02-19+2.12%-0.33%+1.83%+24.66%+37.53%
FY20112012-02-232012-02-23+3.55%+0.10%+0.59%-4.79%+18.51%

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/785161/financials