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positive_eps_streak on Empire State Realty OP, L.P. (ESBA)
SIC 6798 — Real Estate Investment Trusts · CIK 1553079 · 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 ESBA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | +2.89% | -5.96% | -10.02% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | +0.00% | -9.52% | -16.74% | -19.35% | -37.79% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.85% | +1.12% | -24.81% | -36.65% | -0.10% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.13% | +4.73% | +4.56% | +4.03% | -21.41% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.36% | +1.44% | +0.92% | -1.55% | -6.76% |
| FY2016 | 2017-02-27 | 2017-02-27 | -0.28% | -8.03% | -5.43% | -4.78% | -21.77% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.89% | +1.77% | +9.19% | +18.89% | +40.34% |
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.