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positive_eps_streak on LTC PROPERTIES INC (LTC)

SIC 6798 — Real Estate Investment Trusts · CIK 887905 · 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 LTC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-242026-02-24+1.41%+1.10%-3.85%
FY20242025-02-242025-02-24-0.77%+2.58%+1.09%+4.19%+21.04%
FY20232024-02-152024-02-15+0.13%+1.79%+2.91%+10.80%+18.38%
FY20222023-02-162023-02-16+0.90%-2.10%-11.84%-9.88%-9.13%
FY20212022-02-172022-02-17-0.38%-0.29%+7.49%+8.79%+17.64%
FY20202021-02-182021-02-18-0.27%+1.52%+6.23%-1.29%-10.53%
FY20192020-02-202020-02-20+1.76%-3.59%-41.20%-33.22%-11.24%
FY20182019-02-282019-02-28-2.21%-2.54%+4.23%+5.46%+5.94%
FY20172018-03-012018-03-01+0.58%+3.47%+1.17%+7.91%+22.68%
FY20162017-02-222017-02-22+0.08%+1.63%-1.06%+3.22%-16.17%
FY20152016-02-222016-02-22-0.28%+3.06%+3.22%+10.21%+13.87%
FY20142015-02-262015-02-26+1.78%-0.57%+2.44%-3.58%+5.34%
FY20132014-02-202014-02-20+0.44%+3.32%+2.46%+10.16%+28.62%
FY20122013-02-212013-02-21+0.83%+0.29%+1.78%+24.25%+0.18%

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)

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/887905/financials