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positive_eps_streak on Healthcare Realty Trust Inc (HR)
SIC 6798 — Real Estate Investment Trusts · CIK 1360604 · 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 HR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-01 | 2023-03-01 | +1.45% | +0.70% | -0.66% | -3.75% | -21.26% |
| FY2021 | 2022-03-01 | 2022-03-01 | +3.89% | +2.77% | +5.38% | +11.18% | -2.63% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.39% | -4.05% | +1.69% | +2.57% | +7.72% |
| FY2019 | 2020-02-18 | 2020-02-18 | -1.06% | +0.26% | -13.52% | -21.50% | -10.80% |
| FY2018 | 2019-02-19 | 2019-02-19 | -1.59% | -1.68% | -3.03% | -1.20% | +20.30% |
| FY2017 | 2018-02-20 | 2018-02-20 | -1.28% | -1.39% | -0.06% | -1.42% | +23.26% |
| FY2016 | 2017-02-21 | 2017-02-21 | +0.80% | +1.78% | -1.40% | +4.12% | -11.33% |
| FY2015 | 2016-02-22 | 2016-02-22 | +0.25% | +2.36% | +4.27% | +10.63% | +15.18% |
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.