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positive_eps_streak on EQUITY LIFESTYLE PROPERTIES INC (ELS)
SIC 6798 — Real Estate Investment Trusts · CIK 895417 · 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 ELS
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | +0.06% | +1.04% | -1.12% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -1.91% | -0.77% | -2.54% | -5.82% | +2.19% |
| FY2023 | 2024-02-22 | 2024-02-22 | +0.15% | +0.90% | -1.57% | -2.32% | +5.81% |
| FY2022 | 2024-01-22 | 2024-01-22 | -2.84% | -3.02% | -3.36% | -9.70% | -0.74% |
| FY2021 | 2022-02-22 | 2022-02-22 | -2.45% | -0.20% | +0.32% | -5.77% | -4.54% |
| FY2020 | 2021-02-23 | 2021-02-23 | -1.07% | -2.09% | +1.84% | +11.36% | +21.87% |
| FY2019 | 2020-02-24 | 2020-02-24 | -1.45% | -6.37% | -40.42% | -21.67% | -16.25% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.46% | +3.03% | +6.53% | +10.13% | +39.43% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.21% | -0.08% | +3.74% | +4.51% | +32.39% |
| FY2016 | 2017-02-22 | 2017-02-22 | +1.44% | +2.65% | +0.79% | +9.10% | +11.90% |
| FY2012 | 2013-02-28 | 2013-02-28 | +1.23% | +1.23% | +4.92% | +10.71% | +12.28% |
| FY2011 | 2012-02-29 | 2012-02-29 | +1.34% | +2.56% | +3.67% | +1.42% | +15.20% |
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.