← positive_eps_streak (all companies) · FR (all signals) · all methodology
positive_eps_streak on FIRST INDUSTRIAL REALTY TRUST INC (FR)
SIC 6798 — Real Estate Investment Trusts · CIK 921825 · 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 FR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | -2.29% | +2.27% | +1.35% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +0.23% | +0.97% | -0.05% | -7.72% | +12.35% |
| FY2023 | 2024-02-14 | 2024-02-14 | +0.95% | +1.77% | -2.34% | -10.69% | +6.63% |
| FY2022 | 2023-02-16 | 2023-02-16 | -0.22% | -2.74% | -5.94% | -1.13% | +4.06% |
| FY2021 | 2022-02-18 | 2022-02-18 | +0.54% | +0.68% | +5.09% | -6.38% | -5.48% |
| FY2020 | 2021-02-16 | 2021-02-16 | -0.86% | -0.23% | +6.68% | +13.19% | +38.16% |
| FY2019 | 2020-02-13 | 2020-02-13 | +0.35% | -0.76% | -24.56% | -20.40% | -2.11% |
| FY2018 | 2019-02-20 | 2019-02-20 | -0.24% | -1.12% | +1.47% | +4.83% | +38.28% |
| FY2017 | 2018-02-26 | 2018-02-26 | -2.74% | -0.10% | -0.56% | +10.65% | +20.08% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.71% | +1.30% | -1.27% | +8.06% | +10.59% |
| FY2015 | 2016-02-25 | 2016-02-25 | -0.74% | +1.38% | +1.24% | +13.55% | +27.01% |
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.