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positive_eps_streak on MACERICH CO (MAC)
SIC 6798 — Real Estate Investment Trusts · CIK 912242 · 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 MAC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-25 | 2020-02-25 | -3.16% | -6.82% | -66.29% | -66.11% | -33.30% |
| FY2018 | 2019-02-25 | 2019-02-25 | -1.62% | -2.19% | -1.57% | -3.67% | -44.18% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.76% | -0.54% | -3.50% | -5.93% | -22.96% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.07% | -0.95% | -4.97% | -11.91% | -6.56% |
| FY2015 | 2016-02-23 | 2016-02-23 | -0.24% | +2.33% | +1.20% | -6.44% | -10.95% |
| FY2014 | 2015-02-23 | 2015-02-23 | -1.94% | -0.25% | +3.12% | -1.30% | +0.47% |
| FY2013 | 2014-02-21 | 2014-02-21 | +0.15% | -0.89% | -0.18% | +9.37% | +44.99% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.50% | -0.64% | +3.92% | +18.06% | +4.43% |
| FY2011 | 2012-02-24 | 2012-02-24 | +0.04% | +1.03% | +2.37% | +5.69% | +15.29% |
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.