← positive_eps_streak (all companies) · CIM (all signals) · all methodology
positive_eps_streak on CHIMERA INVESTMENT CORP (CIM)
SIC 6798 — Real Estate Investment Trusts · CIK 1409493 · 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 CIM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -1.38% | -2.83% | -5.08% | — | — |
| FY2021 | 2022-02-17 | 2022-02-17 | +1.25% | -4.60% | -2.50% | -23.59% | -40.73% |
| FY2020 | 2021-02-18 | 2021-02-18 | +3.14% | +3.85% | +13.26% | +24.15% | +31.77% |
| FY2019 | 2020-02-24 | 2020-02-24 | -2.52% | -4.91% | -61.51% | -62.79% | -40.87% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.65% | -0.27% | +3.40% | +4.53% | +34.39% |
| FY2017 | 2018-02-20 | 2018-02-20 | -1.68% | -2.72% | +2.38% | +7.68% | +19.98% |
| FY2016 | 2017-02-21 | 2017-02-21 | +1.64% | +2.01% | +5.62% | -3.25% | -0.26% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.62% | +4.23% | +9.91% | +23.39% | +73.16% |
| FY2014 | 2015-03-02 | 2015-03-02 | -1.24% | -2.17% | +0.15% | -8.29% | -6.95% |
| FY2013 | 2014-06-04 | 2014-06-04 | +4.43% | +1.27% | +3.85% | +7.11% | +0.69% |
| FY2012 | 2013-12-31 | 2013-12-31 | +1.61% | +3.70% | +8.18% | +7.52% | +22.79% |
| FY2011 | 2013-03-08 | 2013-03-08 | +2.90% | +2.58% | +7.46% | +1.49% | +20.08% |
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.