← positive_eps_streak (all companies) · ELME (all signals) · all methodology
positive_eps_streak on Elme Communities (ELME)
SIC 6798 — Real Estate Investment Trusts · CIK 104894 · 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 ELME
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-03-06 | 2020-03-06 | -6.61% | -4.86% | -25.98% | -19.62% | -8.82% |
| FY2018 | 2019-02-19 | 2019-02-19 | +0.04% | -0.71% | +2.93% | +3.04% | +19.81% |
| FY2017 | 2018-02-20 | 2018-02-20 | -1.07% | -2.64% | +3.46% | +7.79% | +7.22% |
| FY2016 | 2017-02-21 | 2017-02-21 | +0.03% | -1.42% | -5.55% | -4.03% | -19.03% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.46% | +4.39% | +10.35% | +11.20% | +33.23% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.95% | -6.52% | -1.63% | -10.89% | -1.70% |
| FY2013 | 2014-03-03 | 2014-03-03 | +1.68% | -2.76% | -3.36% | +3.89% | +18.22% |
| FY2012 | 2013-02-27 | 2013-02-27 | -0.47% | +1.15% | +0.07% | +7.48% | -5.93% |
| FY2011 | 2012-02-27 | 2012-02-27 | +0.00% | +0.20% | +0.63% | -2.94% | -2.09% |
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.