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positive_eps_streak on ACADIA REALTY TRUST (AKR)

SIC 6798 — Real Estate Investment Trusts · CIK 899629 · 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 AKR

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13-0.24%-0.15%-0.97%
FY20172018-02-272018-02-27+0.00%+5.48%+0.75%+4.44%+23.44%
FY20162017-02-272017-02-27-1.78%-2.82%-8.83%-15.15%-23.38%
FY20152016-02-192016-02-19+0.63%+0.51%+4.23%+5.97%-0.78%
FY20142015-02-202015-02-20+0.85%-3.12%+0.17%-9.75%-1.78%
FY20132014-02-262014-02-26-0.34%+1.14%-1.25%+3.99%+35.61%
FY20122013-02-272013-02-27+0.26%+3.65%+4.28%+3.42%+1.17%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/899629/financials