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positive_eps_streak on NATIONAL HEALTH INVESTORS INC (NHI)

SIC 6798 — Real Estate Investment Trusts · CIK 877860 · 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 NHI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-262026-02-26-4.12%-4.13%-5.58%
FY20242025-02-252025-02-25-0.17%+2.37%+3.53%+3.60%+29.12%
FY20232024-02-202024-02-20+6.61%+10.54%+15.20%+27.04%+36.45%
FY20222023-02-212023-02-21-6.73%-4.84%-11.51%-6.01%+6.74%
FY20212022-02-222022-02-22-1.25%-0.26%+7.81%+7.30%+10.04%
FY20202021-02-222021-02-22-2.85%-1.13%+4.89%-2.70%-17.04%
FY20192020-02-192020-02-19+1.55%-0.19%-62.19%-45.31%-17.14%
FY20182019-02-192019-02-19-2.07%-1.07%-2.72%-0.29%+16.36%
FY20172018-02-162018-02-16-2.13%+0.88%+4.73%+7.40%+26.59%
FY20162017-02-172017-02-17+0.30%+0.93%-4.63%+2.49%-8.96%
FY20152016-02-182016-02-18+1.75%+6.64%+11.60%+19.52%+32.40%
FY20142015-02-172015-02-17+1.17%+0.79%-1.62%-7.02%-14.67%
FY20132014-02-182014-02-18+0.66%+0.87%+1.14%+2.53%+24.46%
FY20122013-02-252013-02-25+1.16%+3.38%+1.44%+13.31%-0.17%
FY20112012-02-152012-02-15-1.87%-1.44%-0.41%+2.04%+43.45%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/877860/financials