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positive_eps_streak on SAUL CENTERS, INC. (BFS)

SIC 6798 — Real Estate Investment Trusts · CIK 907254 · 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 BFS

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27+0.44%+0.88%-5.11%
FY20242025-02-282025-02-28-1.87%-1.07%-3.77%-9.43%-0.89%
FY20232024-02-292024-02-29+2.57%+4.78%+6.36%+1.79%+7.22%
FY20222023-03-022023-03-02+0.52%-6.05%-6.56%-14.54%-2.36%
FY20212022-02-242022-02-24+1.92%+2.25%+6.03%-0.27%-9.23%
FY20202021-02-252021-02-25-2.91%+2.47%+8.31%+17.28%+31.65%
FY20192020-02-272020-02-27-7.25%-4.66%-25.02%-34.51%-18.23%
FY20182019-02-262019-02-26-1.09%-1.67%-12.69%-3.21%-13.08%
FY20172018-02-272018-02-27-0.57%+2.38%+1.63%-0.61%+19.95%
FY20162017-03-072017-03-07-0.80%-3.02%+0.30%-6.41%-16.45%
FY20152016-03-042016-03-04-0.51%-0.84%+0.32%+8.10%+24.45%
FY20142015-03-062015-03-06+0.39%+4.18%+5.07%-3.16%+0.16%
FY20132014-03-102014-03-10-0.36%+0.77%-0.79%+3.47%+20.12%
FY20122013-03-132013-03-13+0.02%-0.24%+5.14%+6.85%+13.01%

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/907254/financials