← positive_eps_streak (all companies) · ADAM (all signals) · all methodology
positive_eps_streak on ADAMAS TRUST, INC. (ADAM)
SIC 6798 — Real Estate Investment Trusts · CIK 1273685 · 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 ADAM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-28 | 2020-02-28 | +6.14% | +3.16% | -66.49% | -62.28% | -19.72% |
| FY2018 | 2019-02-25 | 2019-02-25 | +0.00% | -2.92% | +0.16% | +2.30% | +13.38% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.30% | +7.27% | +6.21% | +14.09% | +21.42% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.11% | -0.32% | -0.59% | +1.20% | -1.28% |
| FY2015 | 2016-02-25 | 2016-02-25 | -4.33% | +6.97% | +13.62% | +40.88% | +82.22% |
| FY2014 | 2015-02-27 | 2015-02-27 | -0.51% | -1.27% | +2.06% | +2.85% | -38.69% |
| FY2013 | 2014-03-10 | 2014-03-10 | -1.30% | +3.38% | +1.49% | +6.34% | +16.94% |
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.