← positive_eps_streak (all companies) · BXMT (all signals) · all methodology
positive_eps_streak on BLACKSTONE MORTGAGE TRUST, INC. (BXMT)
SIC 6798 — Real Estate Investment Trusts · CIK 1061630 · 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 BXMT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-14 | 2024-02-14 | +5.26% | +2.92% | +2.29% | -4.05% | +20.26% |
| FY2022 | 2023-02-08 | 2023-02-08 | -3.77% | -0.43% | -14.87% | -21.39% | -8.17% |
| FY2021 | 2022-02-09 | 2022-02-09 | -1.51% | +1.61% | -1.48% | -2.35% | -21.88% |
| FY2020 | 2021-02-10 | 2021-02-10 | +1.41% | -0.78% | +12.25% | +14.51% | +21.27% |
| FY2019 | 2020-02-11 | 2020-02-11 | +2.62% | +3.52% | -14.66% | -37.05% | -19.08% |
| FY2018 | 2019-02-12 | 2019-02-12 | -1.16% | -2.20% | +0.00% | +3.83% | +23.58% |
| FY2017 | 2018-02-13 | 2018-02-13 | +2.72% | +3.08% | +6.14% | +6.80% | +20.02% |
| FY2016 | 2017-02-14 | 2017-02-14 | -1.32% | -1.48% | -1.93% | -0.03% | +7.76% |
| FY2015 | 2016-02-16 | 2016-02-16 | +2.50% | +2.50% | +12.77% | +23.02% | +43.99% |
| FY2014 | 2015-02-17 | 2015-02-17 | -1.72% | -0.79% | -2.55% | +6.62% | -9.61% |
| FY2013 | 2014-02-18 | 2014-02-18 | +0.03% | -1.54% | +2.65% | +1.88% | +6.58% |
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.