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positive_eps_streak on SOUTHERN CO (SO)

SIC 4911 — Electric Services · CIK 92122 · 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 SO

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19-0.79%+1.37%+1.24%
FY20242025-02-202025-02-20+0.66%+0.54%+2.45%+1.01%+11.94%
FY20232024-02-152024-02-15+0.53%+2.36%+4.48%+19.01%+35.30%
FY20222023-02-162023-02-16+2.22%-0.95%+4.17%+12.16%+7.08%
FY20212022-02-172022-02-17-0.56%+1.42%+6.08%+16.85%+6.27%
FY20202021-02-182021-02-18-0.90%-3.49%+0.92%+9.89%+11.77%
FY20192020-02-202020-02-20-1.17%-9.93%-27.09%-23.85%-11.21%
FY20182019-02-202019-02-20+0.97%-0.72%+2.90%+8.69%+46.27%
FY20172018-02-212018-02-21+0.23%+0.33%+2.28%+1.63%+23.58%
FY20162017-02-222017-02-22+1.39%+2.18%+3.55%+2.79%-7.87%
FY20152016-02-262016-02-26-0.02%+0.91%+4.96%+0.92%+9.13%
FY20142015-03-022015-03-02+0.62%-1.92%-1.20%-1.31%+10.99%
FY20132014-02-272014-02-27+0.81%+0.07%+3.31%+3.74%+14.11%
FY20122013-02-282013-02-28-0.40%+0.84%+4.24%+1.50%-1.41%
FY20112012-02-242012-02-24-0.25%-0.61%-0.94%+3.28%+5.59%
FY20102011-02-252011-02-25+0.13%-0.24%-1.26%+6.71%+22.18%

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/92122/financials