← positive_eps_streak (all companies) · FRT (all signals) · all methodology
positive_eps_streak on FEDERAL REALTY INVESTMENT TRUST (FRT)
SIC 6798 — Real Estate Investment Trusts · CIK 34903 · 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 FRT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-13 | 2025-02-13 | -6.07% | -6.77% | -14.00% | -11.17% | -0.60% |
| FY2023 | 2024-02-12 | 2024-02-12 | +0.34% | -1.29% | +1.49% | +2.48% | +15.68% |
| FY2022 | 2023-02-08 | 2023-02-08 | -0.51% | +0.64% | -6.21% | -10.83% | -3.23% |
| FY2021 | 2022-02-10 | 2022-02-10 | -3.04% | -4.52% | -4.48% | -9.24% | -5.59% |
| FY2020 | 2021-02-11 | 2021-02-11 | +4.43% | +1.76% | +12.63% | +19.76% | +31.14% |
| FY2019 | 2020-02-10 | 2020-02-10 | -3.10% | -0.85% | -7.19% | -42.13% | -23.77% |
| FY2018 | 2019-02-13 | 2019-02-13 | -1.00% | -0.83% | -0.79% | -3.86% | -5.00% |
| FY2017 | 2018-02-13 | 2018-02-13 | +0.51% | +0.77% | +7.88% | +8.89% | +25.87% |
| FY2016 | 2017-02-13 | 2017-02-13 | -1.31% | -0.31% | -8.62% | -6.94% | -20.43% |
| FY2015 | 2016-02-09 | 2016-02-09 | -0.05% | +0.97% | +1.97% | +7.67% | -1.92% |
| FY2014 | 2015-02-10 | 2015-02-10 | -0.09% | +1.73% | -1.88% | -5.31% | +5.74% |
| FY2013 | 2014-02-11 | 2014-02-11 | -1.92% | -1.82% | -1.68% | +6.39% | +29.03% |
| FY2012 | 2013-02-12 | 2013-02-12 | +0.21% | -0.42% | -3.02% | +7.22% | +4.96% |
| FY2011 | 2012-02-16 | 2012-02-16 | -0.07% | +0.42% | +0.56% | +4.69% | +15.39% |
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.