← positive_eps_streak (all companies) · CUBE (all signals) · all methodology
positive_eps_streak on CubeSmart (CUBE)
SIC 6798 — Real Estate Investment Trusts · CIK 1298675 · 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 CUBE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.70% | -2.26% | -12.59% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +2.30% | +4.05% | +1.89% | +2.70% | +4.80% |
| FY2023 | 2024-02-29 | 2024-02-29 | -0.02% | +2.22% | +4.87% | -2.37% | +0.20% |
| FY2022 | 2023-02-24 | 2023-02-24 | +2.08% | +6.41% | -1.31% | -0.68% | -1.47% |
| FY2021 | 2022-02-25 | 2022-02-25 | -3.06% | +3.10% | +2.05% | -13.92% | -1.55% |
| FY2020 | 2021-02-26 | 2021-02-26 | -1.33% | -1.35% | +3.19% | +17.22% | +38.73% |
| FY2019 | 2020-02-21 | 2020-02-21 | +0.68% | -6.17% | -33.79% | -21.74% | +18.05% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.40% | +0.66% | +6.22% | +10.69% | +11.78% |
| FY2017 | 2018-02-16 | 2018-02-16 | -0.96% | +3.90% | +6.27% | +15.61% | +21.55% |
| FY2016 | 2017-02-17 | 2017-02-17 | -0.33% | +1.29% | -2.22% | -8.40% | -0.05% |
| FY2015 | 2016-02-19 | 2016-02-19 | +0.57% | +0.84% | +9.39% | +10.49% | -6.17% |
| FY2014 | 2015-02-27 | 2015-02-27 | +0.56% | -3.84% | +2.59% | +4.11% | +32.32% |
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.