← positive_eps_streak (all companies) · PMT (all signals) · all methodology
positive_eps_streak on PennyMac Mortgage Investment Trust (PMT)
SIC 6798 — Real Estate Investment Trusts · CIK 1464423 · 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 PMT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -0.80% | -2.73% | -6.67% | — | — |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.38% | +0.77% | +8.37% | +3.56% | -4.65% |
| FY2020 | 2021-02-26 | 2021-02-26 | +1.85% | -1.58% | +4.06% | +4.24% | -9.11% |
| FY2019 | 2020-02-21 | 2020-02-21 | -1.59% | -11.31% | -68.47% | -58.92% | -9.68% |
| FY2018 | 2019-02-26 | 2019-02-26 | +0.25% | +0.29% | +0.59% | +6.52% | +19.02% |
| FY2017 | 2018-03-01 | 2018-03-01 | +1.08% | +4.38% | +8.22% | +14.75% | +35.38% |
| FY2016 | 2017-02-28 | 2017-02-28 | +0.24% | -0.53% | +3.62% | +8.39% | +10.21% |
| FY2015 | 2016-02-29 | 2016-02-29 | +0.00% | +4.18% | +2.36% | +19.24% | +44.99% |
| FY2014 | 2015-03-02 | 2015-03-02 | +0.00% | -2.14% | +1.76% | -10.80% | -29.37% |
| FY2013 | 2014-02-28 | 2014-02-28 | -0.70% | -2.63% | -2.55% | -10.77% | -3.45% |
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)
| 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.