← positive_eps_streak (all companies) · TMHC (all signals) · all methodology
positive_eps_streak on Taylor Morrison Home Corp (TMHC)
SIC 1531 — Operative Builders · CIK 1562476 · 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 TMHC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | -0.50% | -3.03% | -13.78% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | +0.13% | +0.65% | -2.73% | -4.78% | +9.71% |
| FY2023 | 2024-02-21 | 2024-02-21 | +0.68% | -0.56% | +7.31% | +8.19% | +9.05% |
| FY2022 | 2023-02-22 | 2023-02-22 | +1.60% | +2.69% | +3.86% | +29.31% | +61.37% |
| FY2021 | 2022-02-23 | 2022-02-23 | +4.40% | +22.12% | +8.95% | +2.44% | +30.23% |
| FY2020 | 2021-02-24 | 2021-02-24 | -9.00% | -8.63% | -1.77% | -1.67% | -7.84% |
| FY2019 | 2020-02-19 | 2020-02-19 | +1.80% | -13.31% | -74.64% | -48.63% | +0.68% |
| FY2018 | 2019-02-20 | 2019-02-20 | +1.34% | -5.51% | -5.51% | +18.82% | +57.57% |
| FY2017 | 2018-02-21 | 2018-02-21 | -1.40% | -7.50% | +0.33% | -9.85% | -24.81% |
| FY2016 | 2017-02-21 | 2017-02-21 | +0.93% | +4.46% | +13.39% | +18.27% | +25.90% |
| FY2015 | 2016-02-25 | 2016-02-25 | -0.44% | +4.43% | -2.90% | +1.38% | +43.98% |
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.