← positive_eps_streak (all companies) · FBRT (all signals) · all methodology
positive_eps_streak on Franklin BSP Realty Trust, Inc. (FBRT)
SIC 6798 — Real Estate Investment Trusts · CIK 1562528 · 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 FBRT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +2.44% | +5.09% | -5.32% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +0.60% | -0.23% | -1.89% | -16.12% | -21.75% |
| FY2023 | 2024-02-26 | 2024-02-26 | -0.08% | -0.55% | +6.87% | +6.09% | +17.67% |
| FY2022 | 2023-03-16 | 2023-03-16 | -6.92% | -9.98% | +1.69% | +17.37% | +16.94% |
| FY2021 | 2022-02-25 | 2022-02-25 | +0.08% | -4.85% | +4.40% | +19.55% | +18.27% |
| FY2020 | 2021-03-11 | 2021-10-19 | -1.29% | -1.46% | -3.63% | -10.27% | -16.84% |
| FY2019 | 2020-03-19 | 2021-10-19 | -1.29% | -1.46% | -3.63% | -10.27% | -16.84% |
| FY2018 | 2019-03-29 | 2021-10-19 | -1.29% | -1.46% | -3.63% | -10.27% | -16.84% |
| FY2017 | 2018-03-16 | 2021-10-19 | -1.29% | -1.46% | -3.63% | -10.27% | -16.84% |
| FY2016 | 2017-03-29 | 2021-10-19 | -1.29% | -1.46% | -3.63% | -10.27% | -16.84% |
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.