← positive_eps_streak (all companies) · KBH (all signals) · all methodology
positive_eps_streak on KB HOME (KBH)
SIC 1531 — Operative Builders · CIK 795266 · 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 KBH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-23 | 2026-01-23 | -0.90% | -2.54% | +9.46% | -5.20% | — |
| FY2024 | 2025-01-24 | 2025-01-24 | +4.79% | +0.37% | -8.25% | -19.43% | -12.44% |
| FY2023 | 2024-01-19 | 2024-01-19 | +2.67% | -2.98% | +0.24% | +1.16% | +12.12% |
| FY2022 | 2023-01-20 | 2023-01-20 | +2.18% | +6.00% | +1.24% | +15.64% | +70.36% |
| FY2021 | 2022-01-21 | 2022-01-21 | +5.20% | +1.53% | -6.19% | -15.76% | -7.57% |
| FY2020 | 2021-01-22 | 2021-01-22 | +1.09% | -1.35% | -3.70% | +11.40% | -2.53% |
| FY2019 | 2020-01-24 | 2020-01-24 | +0.37% | -1.50% | +2.53% | -46.46% | +13.46% |
| FY2018 | 2019-01-24 | 2019-01-24 | -1.86% | +4.75% | +16.91% | +23.38% | +88.01% |
| FY2017 | 2018-01-26 | 2018-01-26 | -1.51% | -7.42% | -10.75% | -22.46% | -38.24% |
| FY2016 | 2017-01-27 | 2017-01-27 | -1.32% | -1.26% | +7.33% | +23.25% | +97.56% |
| FY2015 | 2016-01-25 | 2016-01-25 | +4.10% | +6.60% | +12.26% | +48.05% | +68.76% |
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.