← positive_eps_streak (all companies) · ARI (all signals) · all methodology
positive_eps_streak on Apollo Commercial Real Estate Finance, Inc. (ARI)
SIC 6798 — Real Estate Investment Trusts · CIK 1467760 · 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 ARI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-06 | 2024-02-06 | -4.89% | -4.62% | -1.36% | -5.33% | -6.69% |
| FY2022 | 2023-02-08 | 2023-02-08 | -6.88% | -0.91% | -12.68% | -18.09% | +1.50% |
| FY2021 | 2022-02-08 | 2022-02-08 | -0.45% | -0.45% | -0.15% | -3.71% | -3.70% |
| FY2020 | 2021-02-10 | 2021-02-10 | +2.82% | +1.37% | +15.58% | +26.52% | +17.25% |
| FY2019 | 2020-02-13 | 2020-02-13 | -1.45% | -2.14% | -36.80% | -57.78% | -19.89% |
| FY2018 | 2019-02-13 | 2019-02-13 | -2.72% | -1.90% | +0.05% | +3.83% | +11.97% |
| FY2017 | 2018-02-14 | 2018-02-14 | +1.72% | +1.72% | +2.39% | +4.01% | +10.03% |
| FY2016 | 2017-02-28 | 2017-02-28 | -0.05% | -0.76% | +2.94% | +5.61% | +9.58% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.45% | +2.77% | +5.86% | +4.14% | +29.66% |
| FY2014 | 2015-02-26 | 2015-02-26 | +0.00% | -1.81% | +2.63% | +3.23% | +0.76% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.54% | +1.02% | +0.91% | +2.33% | +13.14% |
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.