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positive_eps_streak on InvenTrust Properties Corp. (IVT)
SIC 6798 — Real Estate Investment Trusts · CIK 1307748 · 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 IVT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +1.32% | +0.96% | +3.10% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | -2.01% | -3.51% | -6.82% | -5.44% | +4.45% |
| FY2019 | 2020-02-21 | 2020-02-21 | +0.00% | +0.00% | +0.00% | -11.25% | -3.18% |
| FY2018 | 2019-03-07 | 2019-03-07 | +0.00% | +0.00% | +1.17% | +1.17% | -16.48% |
| FY2017 | 2018-03-07 | 2018-03-07 | +0.00% | +0.00% | +0.00% | +0.00% | +3.33% |
| FY2016 | 2017-03-17 | 2017-03-17 | +0.00% | +0.00% | -21.11% | -25.62% | -32.38% |
| FY2015 | 2016-03-18 | 2016-03-18 | +0.00% | +0.00% | +3.51% | -14.53% | +15.91% |
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.