← positive_eps_streak (all companies) · CTRE (all signals) · all methodology
positive_eps_streak on CareTrust REIT, Inc. (CTRE)
SIC 6798 — Real Estate Investment Trusts · CIK 1590717 · 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 CTRE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | -0.32% | -0.22% | -0.27% | — | — |
| FY2021 | 2022-02-16 | 2022-02-16 | -6.99% | -10.12% | -5.09% | -10.57% | +12.83% |
| FY2020 | 2021-02-10 | 2021-02-10 | +0.56% | -3.25% | +0.00% | +1.11% | -10.45% |
| FY2019 | 2020-02-20 | 2020-02-20 | +0.39% | -5.91% | -46.72% | -28.62% | +0.85% |
| FY2018 | 2019-02-13 | 2019-02-13 | +0.59% | +3.45% | +8.81% | +13.25% | +7.76% |
| FY2017 | 2018-02-27 | 2018-02-27 | -7.28% | -6.02% | -6.65% | +12.65% | +66.53% |
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.