← positive_eps_streak (all companies) · HUM (all signals) · all methodology
positive_eps_streak on HUMANA INC (HUM)
SIC 6324 — Hospital & Medical Service Plans · CIK 49071 · 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 HUM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -0.35% | -1.93% | -12.62% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -5.67% | -3.63% | -1.65% | -12.00% | -32.29% |
| FY2023 | 2024-02-15 | 2024-02-15 | +0.81% | -0.29% | -4.35% | -6.47% | -26.23% |
| FY2022 | 2023-02-16 | 2023-02-16 | +0.88% | +0.34% | -2.01% | +3.51% | -26.85% |
| FY2021 | 2022-02-17 | 2022-02-17 | -0.70% | +1.87% | +3.74% | +4.02% | +19.31% |
| FY2020 | 2021-02-18 | 2021-02-18 | -0.38% | +0.60% | +7.78% | +19.87% | +14.07% |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.36% | -15.27% | -30.94% | +7.57% | +2.30% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.69% | -7.32% | -10.01% | -19.25% | +21.13% |
| FY2017 | 2018-02-16 | 2018-02-16 | -0.62% | +2.07% | +0.36% | +8.16% | +15.61% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.36% | +2.03% | +5.28% | +10.77% | +31.57% |
| FY2015 | 2016-02-18 | 2016-02-18 | -1.44% | +5.28% | +8.82% | -1.35% | +25.22% |
| FY2014 | 2015-02-18 | 2015-02-18 | -1.36% | +6.42% | +14.95% | +12.31% | +8.63% |
| FY2013 | 2014-02-19 | 2014-02-19 | +0.25% | +8.17% | +14.69% | +17.52% | +51.61% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.35% | -3.87% | -4.97% | +13.20% | +63.05% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.39% | -1.98% | -3.47% | -14.65% | -21.17% |
| FY2010 | 2011-02-18 | 2011-02-18 | +4.09% | +5.81% | +6.18% | +26.40% | +48.04% |
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.