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positive_eps_streak on REDWOOD TRUST INC (RWT)
SIC 6798 — Real Estate Investment Trusts · CIK 930236 · 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 RWT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-03-02 | 2020-03-02 | -1.19% | -6.63% | -70.14% | -67.76% | -38.84% |
| FY2018 | 2019-03-01 | 2019-03-01 | +3.00% | +2.15% | +7.37% | +7.77% | +23.95% |
| FY2017 | 2018-02-28 | 2018-02-28 | +0.07% | +3.89% | +6.42% | +14.21% | +12.58% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.61% | +0.30% | +0.95% | +2.74% | +0.71% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.67% | +5.51% | +4.94% | +17.83% | +49.59% |
| FY2014 | 2015-02-25 | 2015-02-25 | -0.78% | -0.62% | -1.48% | -13.30% | -37.99% |
| FY2013 | 2014-02-26 | 2014-02-26 | +0.97% | +8.33% | +4.11% | -0.35% | +3.45% |
| FY2012 | 2013-02-26 | 2013-02-26 | +0.65% | +5.42% | +15.52% | +3.68% | +4.00% |
| FY2011 | 2012-02-27 | 2012-02-27 | -2.50% | -2.58% | -2.78% | +4.04% | +82.08% |
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.