← positive_eps_streak (all companies) · CPT (all signals) · all methodology
positive_eps_streak on CAMDEN PROPERTY TRUST (CPT)
SIC 6798 — Real Estate Investment Trusts · CIK 906345 · 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 CPT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +0.98% | -0.26% | -6.39% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -0.79% | +1.98% | -0.65% | -0.14% | -7.01% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.09% | -0.30% | +5.21% | +13.60% | +33.68% |
| FY2022 | 2023-02-23 | 2023-02-23 | -1.39% | -3.45% | -16.45% | -8.91% | -18.39% |
| FY2021 | 2022-02-17 | 2022-02-17 | +0.04% | +3.87% | +1.80% | -10.40% | -24.95% |
| FY2020 | 2021-02-18 | 2021-02-18 | +1.28% | +1.60% | +6.67% | +18.68% | +61.62% |
| FY2019 | 2020-02-20 | 2020-02-20 | +0.60% | -7.47% | -35.13% | -29.31% | -8.87% |
| FY2018 | 2019-02-15 | 2019-02-15 | +0.10% | -1.32% | +1.24% | +3.35% | +23.97% |
| FY2017 | 2018-02-16 | 2018-02-16 | -1.99% | -2.72% | +1.32% | +1.89% | +19.85% |
| FY2016 | 2017-02-13 | 2017-02-13 | -0.36% | +1.67% | -2.72% | +1.46% | +3.74% |
| FY2015 | 2016-02-19 | 2016-02-19 | +0.93% | +0.60% | +11.55% | +18.63% | +21.08% |
| FY2014 | 2015-02-20 | 2015-02-20 | -0.56% | -3.81% | +6.53% | +0.51% | +2.26% |
| FY2013 | 2014-02-21 | 2014-02-21 | -0.24% | +1.94% | +2.05% | +8.67% | +19.48% |
| FY2012 | 2013-02-15 | 2013-02-15 | +1.07% | -0.04% | +0.47% | +7.26% | -2.78% |
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.