← positive_eps_streak (all companies) · T (all signals) · all methodology
positive_eps_streak on AT&T INC. (T)
SIC 4813 — Telephone Communications (No Radiotelephone) · CIK 732717 · 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 T
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-09 | 2026-02-09 | +1.11% | +5.79% | +2.21% | — | — |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.16% | -7.46% | -19.32% | -24.96% | -17.53% |
| FY2018 | 2019-02-20 | 2019-02-20 | -0.06% | +0.68% | -1.10% | +4.68% | +35.14% |
| FY2017 | 2018-02-20 | 2018-02-20 | -1.25% | +0.27% | -1.17% | -10.49% | -9.11% |
| FY2016 | 2017-02-17 | 2017-02-17 | +0.60% | +0.82% | +2.27% | -6.47% | -5.22% |
| FY2015 | 2016-02-18 | 2016-02-18 | -1.14% | +1.03% | +5.76% | +7.58% | +18.71% |
| FY2014 | 2015-02-20 | 2015-02-20 | -0.67% | +1.41% | -2.49% | +4.27% | +16.45% |
| FY2013 | 2014-02-21 | 2014-02-21 | -1.01% | -2.65% | +4.57% | +12.85% | +10.73% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.37% | +0.92% | +2.10% | +5.98% | -2.61% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.07% | +1.75% | +3.89% | +12.93% | +26.39% |
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.