← positive_eps_streak (all companies) · FNMA (all signals) · all methodology
positive_eps_streak on FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE MAE (FNMA)
SIC 6111 — Federal & Federally-Sponsored Credit Agencies · CIK 310522 · 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 FNMA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | -7.70% | -4.09% | -27.68% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +2.40% | -3.95% | -17.91% | -6.49% | +13.54% |
| FY2023 | 2024-02-15 | 2024-02-15 | -1.55% | -3.10% | +17.83% | +13.95% | +496.90% |
| FY2022 | 2023-02-14 | 2023-02-14 | +2.08% | -4.17% | -14.58% | -2.08% | +168.75% |
| FY2021 | 2022-02-15 | 2022-02-15 | -1.15% | -10.34% | -12.64% | -29.89% | -44.83% |
| FY2020 | 2021-02-12 | 2021-02-12 | +0.00% | -2.12% | +0.00% | +6.35% | -53.97% |
| FY2019 | 2020-02-13 | 2020-02-13 | +2.26% | -2.26% | -45.48% | -52.54% | -46.61% |
| FY2018 | 2019-02-14 | 2019-02-14 | +4.63% | +8.88% | +6.18% | -2.70% | +39.77% |
| FY2017 | 2018-02-14 | 2018-02-14 | -3.91% | -4.47% | -8.38% | -27.93% | +51.40% |
| FY2016 | 2017-02-17 | 2017-02-17 | -34.70% | -32.53% | -29.40% | -33.98% | -59.04% |
| FY2015 | 2016-02-19 | 2016-02-19 | -0.71% | +13.57% | +9.29% | +23.57% | +196.43% |
| FY2014 | 2015-02-20 | 2015-02-20 | -6.19% | -2.75% | -15.81% | -7.90% | -52.23% |
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.