← positive_eps_streak (all companies) · DX (all signals) · all methodology
positive_eps_streak on DYNEX CAPITAL INC (DX)
SIC 6798 — Real Estate Investment Trusts · CIK 826675 · 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 DX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-27 | 2023-02-27 | -0.82% | -1.57% | -10.55% | -14.85% | +3.82% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.16% | -1.47% | -0.64% | -3.50% | +7.57% |
| FY2017 | 2018-03-05 | 2018-03-05 | +1.46% | +4.88% | +8.64% | +9.14% | +11.97% |
| FY2016 | 2017-03-15 | 2017-03-15 | +0.00% | +0.00% | +4.25% | +4.55% | +4.75% |
| FY2015 | 2016-03-08 | 2016-03-08 | +0.15% | +0.61% | +6.00% | +6.16% | +15.96% |
| FY2014 | 2015-03-12 | 2015-03-12 | -0.37% | +1.22% | +2.41% | -3.60% | -6.43% |
| FY2013 | 2014-03-04 | 2014-03-04 | +0.00% | -1.49% | +2.75% | +0.98% | +8.14% |
| FY2012 | 2013-03-08 | 2013-03-08 | +0.75% | +2.99% | +1.76% | -1.98% | -9.11% |
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.