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positive_eps_streak on RMR GROUP INC. (RMR)
SIC 8742 — Services-Management Consulting Services · CIK 1644378 · 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 RMR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-12 | 2025-11-12 | +0.51% | -4.62% | +0.83% | +17.53% | — |
| FY2024 | 2024-11-12 | 2024-11-12 | +0.09% | -3.91% | -2.99% | -15.88% | -23.20% |
| FY2023 | 2023-11-15 | 2023-11-15 | -1.34% | -0.92% | +13.77% | +3.85% | +0.02% |
| FY2022 | 2022-11-14 | 2022-11-14 | -0.15% | +3.77% | +5.28% | +1.18% | -6.31% |
| FY2021 | 2021-11-15 | 2021-11-15 | -0.40% | -4.07% | -10.17% | -18.83% | -23.89% |
| FY2020 | 2020-11-20 | 2020-11-20 | +8.61% | +15.14% | +14.36% | +21.28% | +37.57% |
| FY2019 | 2019-11-22 | 2019-11-22 | -3.09% | -3.17% | -4.53% | -10.98% | -23.46% |
| FY2018 | 2018-12-03 | 2018-12-03 | -7.12% | -7.74% | -22.56% | +1.21% | -30.15% |
| FY2017 | 2017-12-12 | 2017-12-12 | +3.70% | +5.17% | +8.35% | +21.39% | +13.53% |
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.