← positive_eps_streak (all companies) · GRBK (all signals) · all methodology
positive_eps_streak on Green Brick Partners, Inc. (GRBK)
SIC 1531 — Operative Builders · CIK 1373670 · 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 GRBK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +4.39% | -3.55% | -13.99% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +5.81% | +4.62% | +2.92% | +1.92% | +27.35% |
| FY2023 | 2024-02-29 | 2024-02-29 | -6.65% | -9.98% | +2.96% | -5.91% | +1.25% |
| FY2022 | 2023-02-27 | 2023-02-27 | +2.03% | +5.79% | +12.03% | +59.84% | +86.63% |
| FY2021 | 2022-03-01 | 2022-03-01 | +2.71% | -6.66% | -9.75% | -0.77% | +38.14% |
| FY2020 | 2021-03-08 | 2021-03-08 | -0.05% | +11.29% | +32.39% | +14.96% | +8.67% |
| FY2019 | 2020-03-06 | 2020-03-06 | -6.65% | -22.74% | -40.08% | +5.01% | +94.51% |
| FY2018 | 2019-03-08 | 2019-03-08 | +3.37% | -0.79% | +6.74% | +3.48% | +8.88% |
| FY2017 | 2018-03-12 | 2018-03-12 | +0.00% | -0.95% | +4.76% | +13.81% | -13.05% |
| FY2016 | 2017-03-13 | 2017-03-13 | +1.65% | +6.04% | +8.24% | +17.36% | +15.38% |
| FY2015 | 2016-03-30 | 2016-03-30 | -1.04% | -3.65% | -3.52% | -2.87% | +31.03% |
| FY2014 | 2015-03-31 | 2015-03-31 | +1.21% | +1.45% | +1.45% | +24.03% | -8.33% |
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.