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positive_eps_streak on JETBLUE AIRWAYS CORP (JBLU)
SIC 4512 — Air Transportation, Scheduled · CIK 1158463 · 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 JBLU
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-18 | 2020-02-18 | -2.30% | -14.32% | -55.31% | -62.96% | -20.56% |
| FY2018 | 2019-02-21 | 2019-02-21 | -1.54% | -4.52% | -6.80% | +1.83% | +17.84% |
| FY2017 | 2018-02-16 | 2018-02-16 | -1.38% | +7.04% | +9.21% | -6.35% | -13.50% |
| FY2016 | 2017-02-17 | 2017-02-17 | -0.05% | -0.70% | +0.90% | +6.96% | -0.45% |
| FY2015 | 2016-02-17 | 2016-02-17 | -0.84% | +8.80% | -5.68% | -15.41% | -7.31% |
| FY2014 | 2015-02-12 | 2015-02-12 | +0.54% | +4.48% | +8.24% | +30.41% | +26.94% |
| FY2013 | 2014-02-19 | 2014-02-19 | +3.21% | +7.48% | +3.21% | +3.92% | +102.14% |
| FY2012 | 2013-02-21 | 2013-02-21 | +2.01% | +1.51% | +16.28% | +8.05% | +50.17% |
| FY2011 | 2012-02-28 | 2012-02-28 | -1.73% | -4.43% | -2.31% | -13.68% | +18.50% |
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.