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positive_eps_streak on Gaming & Leisure Properties, Inc. (GLPI)

SIC 6798 — Real Estate Investment Trusts · CIK 1575965 · 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 GLPI

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19-0.21%+2.66%+1.15%
FY20242025-02-202025-02-20-0.55%+1.07%+4.85%-2.10%+3.59%
FY20232024-02-272024-02-27+2.18%+2.04%+3.15%+4.22%+19.91%
FY20222023-02-232023-02-23+0.51%+4.08%-5.88%-5.71%-9.79%
FY20212022-02-242022-02-24+0.29%+2.99%+0.70%+0.70%+27.13%
FY20202021-02-192021-02-19+0.19%+2.99%-0.80%+7.56%+9.37%
FY20192020-02-212020-02-21-3.06%-11.19%-61.39%-39.70%-10.80%
FY20182019-02-132019-02-13-0.24%-2.07%+0.26%+8.41%+39.60%
FY20172018-02-162018-02-16-0.38%-0.33%+2.42%+4.05%+16.42%
FY20162017-02-222017-02-22+0.82%+0.28%+2.31%+15.52%+12.74%
FY20152016-02-222016-02-22-1.41%+2.54%+16.44%+30.46%+33.04%
FY20142015-11-092015-11-09-1.53%-4.03%-3.68%-4.62%+19.87%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1575965/financials