← positive_eps_streak (all companies) · ELV (all signals) · all methodology
positive_eps_streak on Elevance Health, Inc. (ELV)
SIC 6324 — Hospital & Medical Service Plans · CIK 1156039 · 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 ELV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-06 | 2026-02-06 | -3.39% | +2.31% | -17.18% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -1.38% | +0.61% | +11.68% | +3.71% | -12.33% |
| FY2023 | 2024-02-21 | 2024-02-21 | +0.55% | -1.23% | +1.29% | +7.12% | -23.35% |
| FY2022 | 2023-02-15 | 2023-02-15 | -0.03% | -0.21% | -3.52% | -5.79% | +6.59% |
| FY2021 | 2022-02-16 | 2022-02-16 | -1.58% | -3.66% | +4.56% | +6.38% | +9.09% |
| FY2020 | 2021-02-18 | 2021-02-18 | -0.46% | +1.32% | +19.63% | +33.38% | +56.63% |
| FY2019 | 2020-02-19 | 2020-02-19 | -3.33% | -11.81% | -31.68% | -9.79% | -1.23% |
| FY2018 | 2019-02-20 | 2019-02-20 | -0.53% | -2.20% | -2.92% | -15.48% | -4.99% |
| FY2017 | 2018-02-21 | 2018-02-21 | +0.71% | +1.44% | -2.29% | +0.22% | +38.16% |
| FY2016 | 2017-02-22 | 2017-02-22 | +0.40% | +2.27% | +2.34% | +8.64% | +45.15% |
| FY2015 | 2016-02-19 | 2016-02-19 | +3.88% | +4.14% | +12.69% | +8.39% | +28.45% |
| FY2014 | 2015-02-24 | 2015-02-24 | -0.21% | -0.88% | +7.46% | +11.54% | -9.69% |
| FY2013 | 2014-02-20 | 2014-02-20 | +0.96% | +1.79% | +14.23% | +20.43% | +67.51% |
| FY2012 | 2013-02-22 | 2013-02-22 | -0.74% | -0.06% | +4.03% | +25.90% | +49.73% |
| FY2011 | 2012-02-22 | 2012-02-22 | +0.18% | -0.71% | +0.83% | +0.98% | -5.25% |
| FY2010 | 2011-02-17 | 2011-02-17 | +0.28% | -1.03% | -0.47% | +20.60% | -0.27% |
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.