← positive_eps_streak (all companies) · PHM (all signals) · all methodology
positive_eps_streak on PULTEGROUP INC/MI/ (PHM)
SIC 1531 — Operative Builders · CIK 822416 · 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 PHM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-04 | 2026-02-04 | -0.39% | +3.53% | -3.66% | — | — |
| FY2024 | 2025-02-06 | 2025-02-06 | -3.76% | -3.01% | -1.91% | -5.56% | +21.29% |
| FY2023 | 2024-02-05 | 2024-02-05 | -1.71% | +1.27% | +5.85% | +7.35% | +6.14% |
| FY2022 | 2023-02-06 | 2023-02-06 | +1.03% | -0.16% | -5.98% | +16.01% | +80.83% |
| FY2021 | 2022-02-07 | 2022-02-07 | +2.66% | -2.13% | -5.69% | -5.84% | +15.21% |
| FY2020 | 2021-02-02 | 2021-02-02 | +0.85% | +7.03% | -3.70% | +30.48% | +16.99% |
| FY2019 | 2020-01-30 | 2020-01-30 | -2.25% | -0.42% | -12.00% | -40.16% | -3.56% |
| FY2018 | 2019-01-31 | 2019-01-31 | -1.65% | -3.31% | -3.85% | +13.11% | +62.75% |
| FY2017 | 2018-02-07 | 2018-02-07 | -4.15% | -1.50% | -1.30% | +3.89% | -9.81% |
| FY2016 | 2017-02-01 | 2017-02-01 | +0.24% | +0.28% | +5.70% | +7.31% | +50.40% |
| FY2015 | 2016-02-08 | 2016-02-08 | +1.33% | +5.57% | +13.30% | +16.48% | +37.19% |
| FY2014 | 2015-02-04 | 2015-02-04 | -0.51% | +3.80% | +3.01% | -8.78% | -22.14% |
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.