← positive_eps_streak (all companies) · CTO (all signals) · all methodology
positive_eps_streak on CTO Realty Growth, Inc. (CTO)
SIC 6798 — Real Estate Investment Trusts · CIK 23795 · 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 CTO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2023 | 2024-02-22 | 2024-02-22 | +3.73% | +2.71% | +4.50% | +9.68% | +23.87% |
| FY2022 | 2023-02-23 | 2023-02-23 | -6.51% | -7.31% | -12.51% | -12.24% | -0.84% |
| FY2021 | 2022-02-24 | 2022-02-24 | +3.21% | +9.55% | +7.13% | +3.39% | -4.24% |
| FY2020 | 2021-03-05 | 2021-03-05 | -0.74% | +3.81% | -0.26% | +3.41% | +32.05% |
| FY2019 | 2020-03-06 | 2020-03-06 | -7.93% | -14.52% | -26.63% | -27.67% | +19.51% |
| FY2018 | 2019-02-28 | 2019-02-28 | +2.37% | +0.00% | +2.37% | +1.20% | -1.77% |
| FY2017 | 2018-02-28 | 2018-02-28 | +3.36% | +4.94% | -1.34% | +0.42% | -1.81% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.50% | +1.87% | -4.96% | +0.50% | +14.36% |
| FY2015 | 2016-03-01 | 2016-03-01 | -0.21% | -1.41% | -3.77% | +0.04% | +16.05% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.02% | -6.43% | -1.51% | -6.83% | -18.35% |
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.