← positive_eps_streak (all companies) · GHI (all signals) · all methodology
positive_eps_streak on Greystone Housing Impact Investors LP (GHI)
SIC 6199 — Finance Services · CIK 1059142 · 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 GHI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-20 | 2025-02-20 | +1.81% | +1.57% | +6.18% | -3.04% | -28.33% |
| FY2023 | 2024-02-22 | 2024-02-22 | +2.41% | +2.41% | +3.77% | -2.97% | -14.46% |
| FY2022 | 2023-02-23 | 2023-02-23 | -1.75% | -5.31% | -6.13% | -13.89% | +0.31% |
| FY2021 | 2022-02-24 | 2022-02-24 | +2.80% | -1.25% | -4.05% | -6.21% | +2.12% |
| FY2020 | 2021-02-25 | 2021-02-25 | +0.43% | +2.37% | +25.65% | +36.33% | +49.46% |
| FY2019 | 2020-02-26 | 2020-02-26 | -5.27% | -1.67% | -30.59% | -36.15% | -36.34% |
| FY2018 | 2019-02-28 | 2019-02-28 | +1.35% | +0.75% | +4.61% | +8.28% | +12.12% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.81% | +2.42% | +2.86% | +4.51% | +18.40% |
| FY2016 | 2017-03-03 | 2017-03-03 | -1.74% | -1.74% | -0.44% | +4.00% | +18.23% |
| FY2015 | 2016-03-03 | 2016-03-03 | +4.37% | +2.58% | +6.47% | +8.91% | +24.84% |
| FY2014 | 2015-03-05 | 2015-03-05 | +0.35% | -0.35% | -0.98% | +0.99% | +0.93% |
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.