← positive_eps_streak (all companies) · ACRE (all signals) · all methodology
positive_eps_streak on Ares Commercial Real Estate Corp (ACRE)
SIC 6798 — Real Estate Investment Trusts · CIK 1529377 · 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 ACRE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-15 | 2023-02-15 | -2.90% | -4.39% | -24.25% | -28.30% | -19.62% |
| FY2021 | 2022-02-15 | 2022-02-15 | +0.27% | -4.86% | +2.47% | +1.79% | -9.67% |
| FY2020 | 2021-02-18 | 2021-02-18 | +3.24% | +0.07% | +3.17% | +12.18% | +18.68% |
| FY2019 | 2020-02-20 | 2020-02-20 | +0.34% | -10.56% | -65.72% | -63.68% | -8.89% |
| FY2018 | 2019-02-21 | 2019-02-21 | +1.48% | +2.69% | +3.23% | +2.94% | +29.61% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.24% | +0.33% | +0.49% | +11.31% | +31.87% |
| FY2016 | 2017-03-07 | 2017-03-07 | -4.86% | -7.03% | -1.35% | -1.27% | -2.84% |
| FY2015 | 2016-03-01 | 2016-03-01 | -2.03% | -2.03% | +6.89% | +17.38% | +42.32% |
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.