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positive_eps_streak on HORTON D R INC /DE/ (DHI)

SIC 1531 — Operative Builders · CIK 882184 · 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 DHI

FYFiling dateEvent date1d5d20d60d252d
FY20252025-11-192025-11-19-0.15%+13.98%+10.09%+21.96%
FY20242024-11-192024-11-19+0.51%+3.95%-12.65%-21.62%-8.53%
FY20232023-11-172023-11-17+0.50%-1.17%+16.31%+14.02%+28.08%
FY20222022-11-182022-11-18-0.93%+2.36%+8.55%+20.01%+57.63%
FY20212021-11-182021-11-18+0.32%-3.03%+1.38%-16.54%-19.19%
FY20202020-11-202020-11-20+3.04%-0.67%-3.04%+6.18%+34.82%
FY20192019-11-252019-11-25+1.36%+0.21%-2.64%+10.91%+37.20%
FY20182018-11-162018-11-16+0.52%+4.29%+4.06%+15.86%+57.97%
FY20172017-11-152017-11-15-0.02%+4.31%+6.17%-5.41%-28.57%
FY20162016-11-182016-11-18+1.30%+0.17%-1.48%+7.35%+71.04%
FY20152015-11-192015-11-19+0.53%+2.46%-3.85%-22.91%-10.02%
FY20142014-11-182014-11-18+0.93%+3.65%-1.54%+11.68%+30.64%
FY20132013-11-262013-11-26+0.65%-4.26%+7.23%+21.32%+28.38%
FY20122012-11-162012-11-16+0.63%+3.17%+5.20%+27.05%+3.12%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/882184/financials