← positive_eps_streak (all companies) · DHIL (all signals) · all methodology
positive_eps_streak on DIAMOND HILL INVESTMENT GROUP INC (DHIL)
SIC 6282 — Investment Advice · CIK 909108 · 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 DHIL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.30% | +0.42% | +0.75% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -0.52% | +1.03% | +0.53% | -3.63% | +26.91% |
| FY2023 | 2024-02-29 | 2024-02-29 | +4.92% | +6.32% | +7.61% | +6.50% | +5.87% |
| FY2022 | 2023-02-23 | 2023-02-23 | -5.37% | -4.75% | -12.07% | -13.60% | -16.52% |
| FY2021 | 2022-02-25 | 2022-02-25 | +6.40% | +10.88% | +3.71% | -4.13% | +1.00% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.85% | +3.26% | +9.55% | +21.67% | +34.73% |
| FY2019 | 2020-02-27 | 2020-02-27 | +1.30% | -0.96% | -27.16% | -16.87% | +22.58% |
| FY2018 | 2019-02-21 | 2019-02-21 | -6.36% | -8.32% | -12.16% | -7.98% | -3.63% |
| FY2017 | 2018-02-22 | 2018-02-22 | -1.40% | -3.83% | -3.30% | -5.07% | -28.65% |
| FY2016 | 2017-02-23 | 2017-02-23 | -1.55% | -2.94% | -8.97% | -4.40% | +4.62% |
| FY2015 | 2016-02-25 | 2016-02-25 | -3.30% | -0.80% | -0.90% | -0.18% | +18.26% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.63% | +1.18% | +13.48% | +36.05% | +22.78% |
| FY2013 | 2014-03-07 | 2014-03-07 | -0.82% | -1.97% | +6.07% | +1.05% | +24.70% |
| FY2012 | 2013-03-08 | 2013-03-08 | -0.98% | +1.57% | -1.57% | +7.78% | +58.22% |
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.