← positive_eps_streak (all companies) · EFC (all signals) · all methodology
positive_eps_streak on Ellington Financial Inc. (EFC)
SIC 6500 — Real Estate · CIK 1411342 · 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 EFC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | -1.36% | -5.22% | -5.62% | — | — |
| FY2021 | 2022-03-01 | 2022-03-01 | +1.31% | +0.46% | +2.62% | -11.50% | -17.47% |
| FY2020 | 2021-03-16 | 2021-03-16 | +1.80% | -3.18% | +6.67% | +18.60% | +16.93% |
| FY2019 | 2020-03-13 | 2020-03-13 | -23.75% | -43.14% | -15.02% | +8.50% | +55.19% |
| FY2015 | 2016-03-11 | 2016-03-11 | -0.46% | +2.84% | -0.98% | +2.69% | +1.50% |
| FY2014 | 2015-03-13 | 2015-03-13 | +1.46% | +1.11% | +1.26% | -1.80% | -2.10% |
| FY2013 | 2014-03-14 | 2014-03-14 | +0.41% | -1.07% | -4.78% | +2.10% | -5.40% |
| FY2012 | 2013-03-15 | 2013-03-15 | +0.04% | +0.36% | +1.90% | -4.25% | +11.93% |
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.