← positive_eps_streak (all companies) · AVB (all signals) · all methodology
positive_eps_streak on AVALONBAY COMMUNITIES INC (AVB)
SIC 6798 — Real Estate Investment Trusts · CIK 915912 · 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 AVB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.00% | +0.37% | -9.26% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.42% | -2.03% | -4.43% | -10.47% | -16.84% |
| FY2023 | 2024-02-23 | 2024-02-23 | -1.01% | +1.56% | +4.43% | +13.62% | +30.58% |
| FY2022 | 2023-02-24 | 2023-02-24 | -1.01% | -1.33% | -9.87% | +2.02% | +3.44% |
| FY2021 | 2022-02-25 | 2022-02-25 | -2.24% | +1.35% | +1.31% | -15.81% | -26.96% |
| FY2020 | 2021-02-25 | 2021-02-25 | -2.53% | -1.26% | +3.89% | +12.09% | +35.02% |
| FY2019 | 2020-02-21 | 2020-02-21 | -0.98% | -12.03% | -42.28% | -29.80% | -18.52% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.72% | -0.91% | +1.81% | +3.08% | +18.63% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.09% | -3.82% | -1.25% | +0.14% | +26.12% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.23% | -1.03% | +1.94% | +5.68% | -9.75% |
| FY2015 | 2016-02-26 | 2016-02-26 | +0.13% | +5.02% | +9.05% | +5.89% | +10.32% |
| FY2014 | 2015-02-19 | 2015-02-19 | +1.17% | -1.66% | +3.41% | +0.37% | +3.61% |
| FY2013 | 2014-03-03 | 2014-03-03 | +1.12% | -1.13% | +2.71% | +9.71% | +35.16% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.94% | -2.03% | -1.55% | +10.10% | +3.74% |
| FY2011 | 2012-02-27 | 2012-02-27 | -1.26% | +1.71% | +4.72% | +7.18% | -3.16% |
| FY2010 | 2011-02-23 | 2011-02-23 | -0.02% | +0.67% | +0.99% | +13.37% | +16.70% |
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.