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positive_eps_streak on American Assets Trust, Inc. (AAT)
SIC 6798 — Real Estate Investment Trusts · CIK 1500217 · 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 AAT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-06 | 2026-02-06 | -0.63% | -2.01% | +2.33% | — | — |
| FY2024 | 2025-02-12 | 2025-02-12 | +1.68% | +0.00% | -9.37% | -11.21% | -9.92% |
| FY2023 | 2024-02-14 | 2024-02-14 | +2.14% | +0.46% | -0.88% | +3.55% | +7.97% |
| FY2022 | 2023-02-10 | 2023-02-10 | +0.23% | -0.49% | -25.02% | -27.67% | -13.57% |
| FY2021 | 2022-02-11 | 2022-02-11 | -1.41% | +3.70% | +3.01% | -7.79% | -22.18% |
| FY2020 | 2021-02-16 | 2021-02-16 | +0.03% | +8.32% | +18.37% | +15.33% | +23.25% |
| FY2019 | 2020-02-14 | 2020-02-14 | -1.35% | -2.98% | -46.92% | -45.95% | -35.42% |
| FY2018 | 2019-02-15 | 2019-02-15 | -0.36% | -1.50% | +4.32% | +4.91% | +7.12% |
| FY2017 | 2018-02-16 | 2018-02-16 | -0.95% | +1.26% | +2.93% | +6.96% | +37.98% |
| FY2016 | 2017-02-17 | 2017-02-17 | +3.17% | +2.62% | -2.05% | -10.60% | -23.45% |
| FY2015 | 2016-02-19 | 2016-02-19 | +1.08% | +3.22% | +7.12% | +15.14% | +22.97% |
| FY2014 | 2015-07-31 | 2015-07-31 | -0.26% | -2.38% | -5.29% | +4.77% | +13.14% |
| FY2013 | 2014-02-21 | 2014-02-21 | -0.57% | -1.22% | +2.36% | +3.02% | +30.49% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.51% | +0.33% | +6.02% | +15.70% | +12.31% |
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.