← positive_eps_streak (all companies) · CDP (all signals) · all methodology
positive_eps_streak on COPT DEFENSE PROPERTIES (CDP)
SIC 6798 — Real Estate Investment Trusts · CIK 860546 · 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 CDP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-24 | 2023-02-24 | +0.75% | +0.24% | -12.62% | -8.82% | -1.53% |
| FY2021 | 2022-02-22 | 2022-02-22 | -2.24% | +4.44% | +9.71% | +6.38% | +5.79% |
| FY2020 | 2021-02-12 | 2021-02-12 | -1.22% | +1.18% | +7.27% | +4.10% | +1.81% |
| FY2019 | 2020-02-19 | 2020-02-19 | +0.54% | -3.75% | -41.70% | -24.17% | -6.89% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.84% | -0.31% | +5.52% | +8.95% | +18.19% |
| FY2017 | 2018-02-16 | 2018-02-16 | -0.58% | +0.04% | +0.42% | +5.32% | +5.37% |
| FY2016 | 2017-02-17 | 2017-02-17 | +1.05% | +2.38% | +1.84% | -1.49% | -19.80% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.56% | +5.21% | +9.52% | +11.91% | +50.94% |
| FY2014 | 2015-02-18 | 2015-02-18 | -0.13% | +0.10% | -0.64% | -9.95% | -21.12% |
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.