← positive_eps_streak (all companies) · AIV (all signals) · all methodology
positive_eps_streak on APARTMENT INVESTMENT & MANAGEMENT CO (AIV)
SIC 6798 — Real Estate Investment Trusts · CIK 922864 · 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 AIV
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-24 | 2020-02-24 | -2.23% | -9.71% | -53.86% | -34.96% | -6.35% |
| FY2018 | 2019-02-20 | 2019-02-20 | +1.68% | +0.33% | +1.60% | +3.91% | +16.65% |
| FY2017 | 2018-03-01 | 2018-03-01 | -0.18% | +1.35% | +5.90% | +4.10% | +33.35% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.80% | -1.52% | -2.93% | -5.58% | -12.41% |
| FY2015 | 2016-02-29 | 2016-02-29 | +3.44% | +5.41% | +13.17% | +15.91% | +31.14% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.69% | -2.18% | +4.51% | +0.63% | +0.40% |
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.