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positive_eps_streak on ACRES Commercial Realty Corp. (ACR)
SIC 6798 — Real Estate Investment Trusts · CIK 1332551 · 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 ACR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-10 | 2026-03-10 | +0.11% | +0.42% | +1.37% | — | — |
| FY2024 | 2025-03-17 | 2025-03-17 | +1.68% | -4.52% | -24.30% | -22.15% | -19.00% |
| FY2023 | 2024-03-07 | 2024-03-07 | +5.38% | +5.85% | +33.05% | +18.98% | +106.33% |
| FY2019 | 2020-03-10 | 2020-03-10 | -6.16% | -54.67% | -81.04% | -75.07% | -49.25% |
| FY2015 | 2016-03-10 | 2016-03-10 | +5.70% | +10.08% | +8.30% | +27.84% | -14.49% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.40% | -6.80% | -5.98% | -12.19% | -39.05% |
| FY2013 | 2014-03-03 | 2014-03-03 | +0.51% | -0.34% | -1.13% | +1.53% | -0.93% |
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.