← positive_eps_streak (all companies) · NVR (all signals) · all methodology
positive_eps_streak on NVR INC (NVR)
SIC 1531 — Operative Builders · CIK 906163 · 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 NVR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | -0.01% | -7.05% | -20.48% | — | — |
| FY2024 | 2025-02-12 | 2025-02-12 | +0.56% | -0.58% | -2.32% | -2.06% | +2.84% |
| FY2023 | 2024-02-14 | 2024-02-14 | +0.44% | +0.42% | +0.77% | +2.05% | -3.18% |
| FY2022 | 2023-02-15 | 2023-02-15 | -0.79% | -0.61% | +6.15% | +12.82% | +43.20% |
| FY2021 | 2022-02-16 | 2022-02-16 | -2.18% | -6.60% | -3.68% | -16.03% | -0.29% |
| FY2020 | 2021-02-12 | 2021-02-12 | -1.06% | -0.94% | -0.63% | +6.13% | +7.18% |
| FY2019 | 2020-02-19 | 2020-02-19 | +1.81% | -2.94% | -42.35% | -29.40% | +18.66% |
| FY2018 | 2019-02-13 | 2019-02-13 | +2.14% | +1.66% | +4.69% | +26.53% | +54.64% |
| FY2017 | 2018-02-14 | 2018-02-14 | +0.56% | +1.10% | -1.07% | -0.21% | -12.98% |
| FY2016 | 2017-02-15 | 2017-02-15 | +0.21% | +1.15% | +8.72% | +15.70% | +62.52% |
| FY2015 | 2016-02-17 | 2016-02-17 | -0.14% | +0.09% | +6.85% | +4.45% | +19.70% |
| FY2014 | 2015-02-19 | 2015-02-19 | +0.38% | -0.15% | -0.97% | -0.58% | +18.51% |
| FY2013 | 2014-02-20 | 2014-02-20 | +0.77% | +2.66% | +1.25% | -4.79% | +16.24% |
| FY2012 | 2013-02-19 | 2013-02-19 | -3.90% | -1.80% | +5.46% | -0.86% | +13.44% |
| FY2011 | 2012-02-22 | 2012-02-22 | -0.01% | -1.01% | +5.14% | +11.53% | +40.47% |
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.