← positive_eps_streak (all companies) · STWD (all signals) · all methodology
positive_eps_streak on STARWOOD PROPERTY TRUST, INC. (STWD)
SIC 6798 — Real Estate Investment Trusts · CIK 1465128 · 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 STWD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +2.14% | +2.14% | -1.35% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.79% | -0.50% | -0.74% | -0.72% | -1.44% |
| FY2023 | 2024-02-22 | 2024-02-22 | -0.30% | +2.31% | +3.46% | +6.59% | +10.74% |
| FY2022 | 2023-03-01 | 2023-03-01 | -0.52% | +1.92% | -9.44% | -9.17% | +17.88% |
| FY2021 | 2022-02-25 | 2022-02-25 | -0.46% | -2.38% | +0.84% | -1.77% | -12.32% |
| FY2020 | 2021-02-25 | 2021-02-25 | +0.53% | +0.00% | +9.29% | +11.67% | +11.58% |
| FY2019 | 2020-02-25 | 2020-02-25 | +0.08% | -4.42% | -63.68% | -43.72% | +8.62% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.71% | -0.76% | +2.03% | +3.76% | +7.25% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.79% | +2.62% | +5.09% | +10.20% | +20.45% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.22% | -0.74% | -1.87% | -3.86% | -4.14% |
| FY2015 | 2016-02-25 | 2016-02-25 | -2.93% | +0.22% | +2.38% | +11.30% | +36.18% |
| FY2014 | 2015-02-25 | 2015-02-25 | -0.08% | +0.16% | +0.21% | +1.50% | -17.39% |
| FY2013 | 2014-02-26 | 2014-02-26 | -0.46% | +1.76% | -1.26% | +3.87% | +10.76% |
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.