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positive_eps_streak on Rithm Capital Corp. (RITM)
SIC 6798 — Real Estate Investment Trusts · CIK 1556593 · 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 RITM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-19 | 2026-02-19 | -1.23% | -1.70% | -14.65% | — | — |
| FY2024 | 2025-02-18 | 2025-02-18 | -0.33% | -0.33% | -2.25% | -1.51% | -3.43% |
| FY2023 | 2024-08-12 | 2024-08-12 | +1.46% | +4.92% | +5.56% | -1.94% | +23.37% |
| FY2019 | 2020-02-20 | 2020-02-20 | -0.91% | -9.20% | -61.65% | -66.10% | -40.16% |
| FY2018 | 2019-02-19 | 2019-02-19 | -3.64% | -2.82% | -0.94% | +0.94% | +16.71% |
| FY2017 | 2018-02-15 | 2018-02-15 | -0.41% | -2.30% | +1.53% | +9.30% | +13.20% |
| FY2016 | 2017-02-22 | 2017-02-22 | -0.06% | +1.26% | +2.52% | -2.29% | +11.51% |
| FY2015 | 2016-02-26 | 2016-02-26 | +0.26% | -3.42% | +0.26% | +17.56% | +64.31% |
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.