← positive_eps_streak (all companies) · JPM (all signals) · all methodology
positive_eps_streak on JPMORGAN CHASE & CO (JPM)
SIC 6021 — National Commercial Banks · CIK 19617 · 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 JPM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | +1.51% | -1.61% | -5.42% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +1.21% | -5.51% | -15.42% | -4.32% | +13.93% |
| FY2023 | 2024-02-16 | 2024-02-16 | +0.39% | +2.42% | +7.61% | +13.21% | +52.43% |
| FY2022 | 2023-02-21 | 2023-02-21 | -0.77% | +2.66% | -6.50% | -0.07% | +34.86% |
| FY2021 | 2022-02-22 | 2022-02-22 | -2.09% | -10.15% | -6.09% | -20.34% | -5.00% |
| FY2020 | 2021-02-23 | 2021-02-23 | +1.76% | -0.40% | -0.76% | +7.60% | +3.24% |
| FY2019 | 2020-02-25 | 2020-02-25 | +0.30% | -7.37% | -29.96% | -26.91% | +25.89% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.12% | -1.12% | -5.10% | +6.06% | +23.82% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.58% | -1.87% | -7.83% | -3.66% | -8.78% |
| FY2016 | 2017-02-28 | 2017-02-28 | +3.29% | +0.87% | -2.23% | -4.87% | +30.32% |
| FY2015 | 2016-02-23 | 2016-02-23 | +0.04% | +5.49% | +7.34% | +14.96% | +66.85% |
| FY2014 | 2015-02-24 | 2015-02-24 | +0.53% | +1.89% | -0.59% | +10.03% | -5.17% |
| FY2013 | 2014-02-20 | 2014-02-20 | +0.05% | -1.55% | +4.39% | -6.83% | +6.63% |
| FY2012 | 2013-02-28 | 2013-02-28 | -0.02% | +3.50% | -2.98% | +10.38% | +19.37% |
| FY2011 | 2012-02-29 | 2012-02-29 | +2.88% | +1.81% | +17.92% | -12.86% | +28.81% |
| FY2010 | 2011-02-28 | 2011-02-28 | -2.33% | -3.21% | -1.56% | -8.83% | -13.68% |
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.