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positive_eps_streak on METLIFE INC (MET)

SIC 6311 — Life Insurance · CIK 1099219 · 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 MET

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19+1.28%-2.77%-12.15%
FY20242025-02-212025-02-21+0.25%+6.38%+1.67%+0.57%-4.23%
FY20232024-02-162024-02-16-0.22%-0.29%+5.50%+7.43%+23.87%
FY20222023-02-232023-02-23+1.79%-1.69%-23.07%-26.22%+0.55%
FY20212022-02-182022-02-18-0.85%-2.88%-1.12%-5.86%+4.92%
FY20202021-02-192021-02-19+2.44%+2.73%+9.31%+18.02%+28.25%
FY20192020-02-212020-02-21-3.61%-16.61%-52.41%-33.84%+17.62%
FY20182019-02-222019-02-22+1.16%+1.81%-6.59%+7.20%+14.51%
FY20172018-03-012018-03-01-0.50%+2.43%+0.35%+5.23%+3.67%
FY20162017-03-012017-03-01-1.66%-1.60%-3.96%-5.05%-2.64%
FY20152016-02-252016-02-25+1.70%+7.53%+7.31%+14.21%+37.82%
FY20142015-02-272015-02-27+1.95%+3.56%-1.10%+4.00%-19.79%
FY20132014-02-272014-02-27+0.28%+3.64%+3.62%+1.16%+3.39%
FY20122013-02-272013-02-27-0.73%+2.35%+6.89%+19.83%+44.97%

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/1099219/financials