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positive_eps_streak on BXP, Inc. (BXP)

SIC 6798 — Real Estate Investment Trusts · CIK 1037540 · 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 BXP

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-272026-02-27-2.33%-8.06%-10.68%
FY20242025-02-272025-02-27+1.27%-4.81%-2.46%-6.40%-15.72%
FY20232024-02-272024-02-27-1.69%-0.49%-5.93%-3.36%+15.76%
FY20222023-02-272023-02-27-0.88%+0.14%-23.80%-21.56%+3.26%
FY20212022-02-252022-02-25-0.93%-0.24%+5.12%-13.45%-44.47%
FY20202021-02-262021-02-26+2.18%+3.16%+8.01%+17.11%+29.01%
FY20192020-03-022020-03-02-1.22%-8.68%-30.18%-33.29%-21.23%
FY20182019-02-282019-02-28-0.65%-0.17%+1.41%+0.21%+0.03%
FY20172018-02-282018-02-28-0.73%+3.26%+4.50%+1.19%+14.21%
FY20162017-02-282017-02-28-0.86%-2.42%-5.55%-11.84%-12.41%
FY20152016-02-292016-02-29+3.43%+3.95%+11.65%+10.84%+24.41%
FY20142015-03-022015-03-02-0.01%-2.75%+2.99%-4.53%-12.30%
FY20132014-02-282014-02-28-0.23%-1.33%+1.89%+7.74%+30.51%
FY20122013-02-282013-02-28-0.35%-0.05%-2.08%+8.94%+13.46%
FY20112012-02-282012-02-28-0.26%+0.73%+2.29%+2.30%+3.91%
FY20102011-02-252011-02-25+2.34%-1.07%-0.90%+11.04%+11.59%

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/1037540/financials