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positive_eps_streak on PennyMac Financial Services, Inc. (PFSI)
SIC 6162 — Mortgage Bankers & Loan Correspondents · CIK 1745916 · 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 PFSI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-20 | 2026-02-20 | -2.06% | -0.33% | -8.44% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | -1.11% | +1.11% | -2.49% | -0.97% | -8.57% |
| FY2023 | 2024-02-21 | 2024-02-21 | -0.32% | -3.65% | +2.76% | +7.39% | +15.42% |
| FY2022 | 2023-02-22 | 2023-02-22 | +1.38% | +0.74% | -8.25% | +6.44% | +44.38% |
| FY2021 | 2022-02-23 | 2022-02-23 | -0.07% | +3.64% | -2.85% | -18.33% | +7.96% |
| FY2020 | 2021-02-25 | 2021-02-25 | +0.61% | -2.12% | +9.52% | +6.34% | -1.80% |
| FY2019 | 2020-02-28 | 2020-02-28 | +2.52% | +6.35% | -31.91% | -6.27% | +76.72% |
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.