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positive_eps_streak on Douglas Emmett Inc (DEI)
SIC 6798 — Real Estate Investment Trusts · CIK 1364250 · 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 DEI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-17 | 2023-02-17 | -3.18% | -7.78% | -24.84% | -32.35% | -6.89% |
| FY2021 | 2022-02-18 | 2022-02-18 | -0.90% | -1.12% | +1.37% | -10.66% | -51.85% |
| FY2020 | 2021-02-22 | 2021-02-22 | +6.70% | +11.62% | +8.27% | +13.77% | +11.06% |
| FY2019 | 2020-02-14 | 2020-02-14 | -0.11% | -3.53% | -37.14% | -37.37% | -32.68% |
| FY2018 | 2019-02-15 | 2019-02-15 | +0.65% | +1.01% | +5.85% | +7.66% | +20.32% |
| FY2017 | 2018-02-16 | 2018-02-16 | +0.16% | +0.16% | +2.68% | +3.34% | +8.95% |
| FY2016 | 2017-02-17 | 2017-02-17 | +2.28% | +4.27% | -1.92% | -1.60% | -4.19% |
| FY2015 | 2016-02-19 | 2016-02-19 | +3.35% | +4.71% | +17.36% | +30.67% | +56.35% |
| FY2014 | 2015-02-27 | 2015-02-27 | -0.31% | -4.64% | +2.39% | +2.57% | -4.27% |
| FY2013 | 2014-02-27 | 2014-02-27 | +1.70% | +2.68% | +2.69% | +7.21% | +12.30% |
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.