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positive_eps_streak on RAYONIER INC (RYN)

SIC 6798 — Real Estate Investment Trusts · CIK 52827 · 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 RYN

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-232026-02-23-1.96%-1.41%-7.33%
FY20242025-02-212025-02-21+0.73%+2.28%+7.54%-6.27%-7.87%
FY20232024-02-232024-02-23-0.18%+3.20%+0.08%-9.09%-13.84%
FY20222023-02-242023-02-24-0.68%-0.41%-4.79%-11.23%+3.47%
FY20212022-02-252022-02-25+0.81%+2.59%+5.41%+0.45%-12.09%
FY20202021-02-222021-02-22-1.05%-5.94%-10.35%+8.05%+12.38%
FY20192020-02-242020-02-24-5.17%-5.69%-32.54%-22.50%+27.38%
FY20182019-02-222019-02-22+0.41%+1.26%+2.45%+3.17%+0.78%
FY20172018-02-232018-02-23+1.05%+0.06%+2.19%+11.82%-11.40%
FY20162017-02-242017-02-24+0.91%+2.44%-1.90%-2.36%+24.64%
FY20152016-02-292016-02-29+1.60%+6.69%+14.08%+18.75%+36.48%
FY20142015-03-022015-03-02-0.36%-1.74%-1.55%-5.24%-16.24%
FY20132014-11-102014-11-10-7.25%-8.02%-5.52%+3.71%-15.12%
FY20122013-02-262013-02-26+1.52%+5.38%+7.43%+7.21%-11.35%
FY20112012-02-282012-02-28-0.13%-0.18%+0.06%-2.68%+30.16%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/52827/financials