← positive_eps_streak (all companies) · DRH (all signals) · all methodology
positive_eps_streak on DiamondRock Hospitality Co (DRH)
SIC 6798 — Real Estate Investment Trusts · CIK 1298946 · 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 DRH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | -0.70% | -4.38% | -7.17% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +0.00% | +3.77% | -6.21% | -5.59% | +25.42% |
| FY2019 | 2020-02-28 | 2020-02-28 | +1.32% | -10.64% | -45.50% | -33.66% | +6.69% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.28% | +2.16% | +3.56% | -0.37% | -9.30% |
| FY2017 | 2018-02-27 | 2018-02-27 | -1.06% | -0.10% | -2.21% | +20.83% | +7.89% |
| FY2016 | 2017-02-27 | 2017-02-27 | -2.95% | -1.70% | -3.66% | +0.71% | -2.95% |
| FY2015 | 2016-02-29 | 2016-02-29 | +4.16% | +10.45% | +12.11% | -1.77% | +28.74% |
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.