← positive_eps_streak (all companies) · FMCC (all signals) · all methodology
positive_eps_streak on FEDERAL HOME LOAN MORTGAGE CORP (FMCC)
SIC 6111 — Federal & Federally-Sponsored Credit Agencies · CIK 1026214 · 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 FMCC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | -2.26% | +2.96% | -25.53% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | +5.39% | +2.78% | -16.83% | -10.95% | +13.24% |
| FY2023 | 2024-02-14 | 2024-02-14 | -1.85% | +0.00% | +13.89% | +27.78% | +502.78% |
| FY2022 | 2023-02-22 | 2023-02-22 | +0.00% | +0.00% | -13.04% | -2.17% | +132.61% |
| FY2021 | 2022-02-10 | 2022-02-10 | -1.14% | -5.68% | -12.50% | -20.45% | -44.32% |
| FY2020 | 2021-02-11 | 2021-02-11 | +0.00% | -0.55% | +3.31% | +19.34% | -51.38% |
| FY2019 | 2020-02-13 | 2020-02-13 | +3.11% | -2.48% | -46.58% | -50.31% | -43.79% |
| FY2018 | 2019-02-14 | 2019-02-14 | +4.47% | +11.79% | +5.69% | +0.00% | +34.96% |
| FY2017 | 2018-02-15 | 2018-02-15 | +4.32% | +3.70% | -3.09% | -19.14% | +61.11% |
| FY2016 | 2017-02-16 | 2017-02-16 | -0.25% | -29.75% | -30.50% | -33.50% | -57.75% |
| FY2015 | 2016-02-18 | 2016-02-18 | +0.00% | -2.19% | +12.41% | +11.68% | +191.97% |
| FY2014 | 2015-02-19 | 2015-02-19 | -5.46% | -8.87% | -21.16% | -12.97% | -53.24% |
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.