← positive_eps_streak (all companies) · AMH (all signals) · all methodology
positive_eps_streak on American Homes 4 Rent (AMH)
SIC 6798 — Real Estate Investment Trusts · CIK 1562401 · 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 AMH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -0.34% | +1.63% | -6.17% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -1.02% | +5.32% | +4.43% | +11.32% | -11.96% |
| FY2023 | 2024-02-23 | 2024-02-23 | +0.96% | +4.40% | +3.83% | +5.00% | +1.53% |
| FY2022 | 2023-02-24 | 2023-02-24 | -1.11% | -0.54% | -4.66% | +8.09% | +17.72% |
| FY2021 | 2022-02-25 | 2022-02-25 | -1.76% | +1.81% | +1.43% | -4.02% | -18.17% |
| FY2020 | 2021-02-26 | 2021-02-26 | -1.70% | -4.37% | +9.31% | +22.81% | +25.57% |
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.