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positive_eps_streak on SOUTHWEST AIRLINES CO (LUV)

SIC 4512 — Air Transportation, Scheduled · CIK 92380 · 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 LUV

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-052026-02-05+3.33%-3.20%-20.85%
FY20242025-02-072025-02-07-2.81%-2.32%-9.10%-3.17%+78.23%
FY20232024-02-062024-02-06-0.93%+4.83%+11.97%-14.44%+2.22%
FY20192020-02-042020-02-04+2.28%+4.04%-15.39%-43.66%-16.08%
FY20182019-02-052019-02-05-0.47%-0.31%-8.05%-7.52%-0.26%
FY20172018-02-072018-02-07-3.90%-0.28%+1.05%-8.63%+0.67%
FY20162017-02-072017-02-07-0.23%+4.28%+7.05%+10.18%+10.04%
FY20152016-02-032016-02-03+1.93%-3.53%+14.29%+21.31%+44.79%
FY20142015-02-062015-02-06-1.99%-1.90%-1.54%-8.05%-20.81%
FY20132014-02-042014-02-04-0.19%+3.24%+11.73%+18.03%+117.79%
FY20122013-02-072013-02-07+0.26%-1.21%+5.69%+22.84%+86.19%
FY20112012-02-092012-02-09-1.64%-1.94%-13.24%-15.49%+18.55%
FY20102011-02-082011-02-08+0.74%+1.56%+1.11%-2.18%-20.77%

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/92380/financials