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positive_eps_streak on Empire State Realty Trust, Inc. (ESRT)
SIC 6798 — Real Estate Investment Trusts · CIK 1541401 · 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 ESRT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-02 | 2026-03-02 | -0.17% | -6.97% | -10.56% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -3.78% | -7.87% | -15.16% | -18.09% | -37.07% |
| FY2019 | 2020-02-28 | 2020-02-28 | +5.30% | +0.34% | -24.55% | -35.96% | -0.17% |
| FY2018 | 2019-02-28 | 2019-02-28 | -0.07% | +5.12% | +4.82% | +4.29% | -20.93% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.65% | +1.07% | +0.50% | -1.95% | -7.47% |
| FY2016 | 2017-02-27 | 2017-02-27 | -0.50% | -3.70% | -5.21% | -4.80% | -21.92% |
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.