← positive_eps_streak (all companies) · ABR (all signals) · all methodology
positive_eps_streak on ARBOR REALTY TRUST INC (ABR)
SIC 6798 — Real Estate Investment Trusts · CIK 1253986 · 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 ABR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +8.32% | +9.58% | -3.92% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -2.67% | +2.83% | +5.96% | -9.68% | -31.31% |
| FY2023 | 2024-02-20 | 2024-02-20 | -2.46% | -1.27% | -2.85% | +13.10% | +1.18% |
| FY2022 | 2023-02-17 | 2023-02-17 | -1.54% | -2.64% | -21.72% | -17.48% | -5.12% |
| FY2021 | 2022-02-18 | 2022-02-18 | +0.46% | +3.87% | +0.21% | +2.27% | -2.86% |
| FY2020 | 2021-02-19 | 2021-02-19 | +1.18% | +3.09% | +4.90% | +11.90% | +11.65% |
| FY2019 | 2020-02-14 | 2020-02-14 | +0.14% | -2.30% | -49.78% | -54.48% | +19.42% |
| FY2018 | 2019-02-15 | 2019-02-15 | +3.41% | +6.18% | +7.42% | +9.50% | +31.04% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.53% | +0.59% | +5.48% | +15.65% | +69.22% |
| FY2016 | 2017-03-03 | 2017-03-03 | +0.26% | +1.57% | +12.14% | +12.06% | +23.62% |
| FY2015 | 2016-02-26 | 2016-02-26 | +2.87% | +3.03% | +4.10% | +6.18% | +21.95% |
| FY2014 | 2015-02-13 | 2015-02-13 | +1.96% | +0.56% | -0.15% | -3.72% | -5.20% |
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.