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positive_eps_streak on MFA FINANCIAL, INC. (MFA)
SIC 6798 — Real Estate Investment Trusts · CIK 1055160 · 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 MFA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -1.59% | +0.50% | -5.77% | — | — |
| FY2019 | 2020-02-21 | 2020-02-21 | -1.90% | -8.48% | -54.43% | -77.16% | -38.47% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.69% | -0.14% | +0.27% | +3.09% | +20.86% |
| FY2017 | 2018-02-15 | 2018-02-15 | +0.54% | -0.41% | +3.52% | +6.62% | +11.47% |
| FY2016 | 2017-02-16 | 2017-02-16 | -0.75% | +0.00% | +0.62% | +2.67% | +1.63% |
| FY2015 | 2016-02-18 | 2016-02-18 | +0.15% | +3.52% | +5.35% | +11.31% | +37.15% |
| FY2014 | 2015-02-12 | 2015-02-12 | +0.00% | +1.27% | -0.76% | +1.73% | -9.83% |
| FY2013 | 2014-02-13 | 2014-02-13 | +0.79% | +2.12% | +4.50% | +9.15% | +15.45% |
| FY2012 | 2013-03-06 | 2013-03-06 | +0.98% | +4.24% | +8.37% | +3.07% | +4.04% |
| FY2011 | 2012-02-16 | 2012-02-16 | -0.27% | -0.94% | -1.08% | +5.55% | +33.72% |
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.