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positive_eps_streak on CAPITAL PROPERTIES INC /RI/ (CPTP)
SIC 6519 — Lessors of Real Property, NEC · CIK 202947 · 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 CPTP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-07 | 2025-02-07 | +0.00% | -1.32% | -2.33% | -1.32% | +39.96% |
| FY2023 | 2024-02-16 | 2024-02-16 | +0.00% | -4.26% | -10.00% | -12.00% | -13.08% |
| FY2022 | 2023-02-17 | 2023-02-17 | +0.00% | +0.81% | -2.06% | +3.24% | +5.59% |
| FY2021 | 2022-02-23 | 2022-02-23 | +0.00% | +0.00% | -3.31% | -7.08% | -11.96% |
| FY2020 | 2021-03-19 | 2021-03-19 | +0.00% | +3.71% | +3.38% | +18.61% | +8.31% |
| FY2019 | 2020-03-06 | 2020-03-06 | +0.00% | -4.89% | -14.37% | -26.61% | -25.38% |
| FY2018 | 2019-03-18 | 2019-03-18 | +0.00% | +0.00% | +9.06% | -6.31% | -1.72% |
| FY2017 | 2018-03-19 | 2018-03-19 | +0.00% | +0.70% | -0.70% | +4.01% | +11.75% |
| FY2016 | 2017-03-27 | 2017-03-27 | -2.04% | -2.04% | +0.07% | -7.33% | +2.15% |
| FY2015 | 2016-03-15 | 2016-03-15 | +0.00% | +0.00% | +2.00% | -4.50% | +38.00% |
| FY2014 | 2015-03-13 | 2015-03-13 | +0.00% | -5.14% | +2.77% | +2.77% | -13.04% |
| FY2013 | 2014-03-12 | 2014-03-12 | +0.00% | +0.00% | +16.05% | +23.58% | +53.70% |
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.