← positive_eps_streak (all companies) · AGM (all signals) · all methodology
positive_eps_streak on FEDERAL AGRICULTURAL MORTGAGE CORP (AGM)
SIC 6111 — Federal & Federally-Sponsored Credit Agencies · CIK 845877 · 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 AGM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -14.12% | -6.78% | -19.28% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -1.24% | +0.47% | -7.24% | -6.89% | -21.47% |
| FY2023 | 2024-02-23 | 2024-02-23 | -1.78% | +0.33% | +5.76% | +0.23% | +15.79% |
| FY2022 | 2023-02-24 | 2023-02-24 | +0.15% | +4.55% | -10.39% | -0.02% | +31.79% |
| FY2021 | 2022-02-28 | 2022-02-28 | -5.48% | -6.80% | -8.17% | -16.60% | +21.43% |
| FY2020 | 2021-02-25 | 2021-02-25 | +1.71% | +2.72% | +18.17% | +21.53% | +44.82% |
| FY2019 | 2020-02-25 | 2020-02-25 | +8.02% | +8.44% | -27.07% | -7.80% | +28.99% |
| FY2018 | 2019-02-21 | 2019-02-21 | +13.02% | +14.17% | +1.95% | +2.65% | +4.01% |
| FY2017 | 2018-03-08 | 2018-03-08 | -5.61% | -3.13% | -3.64% | +5.24% | -12.16% |
| FY2016 | 2017-03-09 | 2017-03-09 | -0.30% | +1.46% | -8.82% | +2.07% | +43.05% |
| FY2015 | 2016-03-10 | 2016-03-10 | +2.43% | +5.00% | +7.70% | +4.71% | +78.25% |
| FY2014 | 2015-03-16 | 2015-03-16 | -6.46% | -8.30% | +1.67% | +4.56% | +19.19% |
| FY2013 | 2014-03-13 | 2014-03-13 | +3.31% | +4.15% | +9.30% | +1.37% | +2.30% |
| FY2012 | 2013-03-18 | 2013-03-18 | -1.40% | -1.12% | -2.61% | -9.89% | +2.41% |
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.