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positive_eps_streak on RE/MAX Holdings, Inc. (RMAX)
SIC 6531 — Real Estate Agents & Managers (For Others) · CIK 1581091 · 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 RMAX
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-12-21 | 2021-12-21 | +0.76% | -1.35% | -4.08% | -5.59% | -36.43% |
| FY2019 | 2020-02-21 | 2020-02-21 | -3.69% | -13.86% | -47.31% | -23.43% | +24.30% |
| FY2018 | 2019-02-22 | 2019-02-22 | +1.55% | -2.17% | -7.71% | -17.12% | -16.73% |
| FY2017 | 2018-03-15 | 2018-03-15 | +1.16% | -2.99% | -4.07% | -9.29% | -33.92% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.00% | -2.22% | -2.69% | -6.67% | -4.43% |
| FY2015 | 2016-02-26 | 2016-02-26 | -2.70% | +2.22% | +3.62% | +18.58% | +80.21% |
| FY2014 | 2015-03-13 | 2015-03-13 | -1.01% | +1.28% | +4.48% | +5.35% | +8.57% |
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.