← positive_eps_streak (all companies) · MPT (all signals) · all methodology
positive_eps_streak on MEDICAL PROPERTIES TRUST INC (MPT)
SIC 6798 — Real Estate Investment Trusts · CIK 1287865 · 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 MPT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-03-01 | 2023-03-01 | +4.17% | +0.10% | -20.94% | -20.94% | -51.00% |
| FY2021 | 2022-03-01 | 2022-03-01 | +0.79% | +0.10% | +7.57% | -6.14% | -44.05% |
| FY2020 | 2021-03-01 | 2021-03-01 | -0.93% | -0.70% | -0.80% | +0.05% | -0.65% |
| FY2019 | 2020-02-27 | 2020-02-27 | -1.68% | +9.07% | -17.26% | -17.69% | +6.03% |
| FY2018 | 2019-03-01 | 2019-03-01 | +1.33% | -0.22% | +3.80% | +1.16% | +30.04% |
| FY2017 | 2018-03-01 | 2018-03-01 | +0.24% | +3.59% | +5.75% | +8.28% | +56.58% |
| FY2016 | 2017-03-01 | 2017-03-01 | -4.11% | -8.22% | -2.36% | -1.90% | +0.75% |
| FY2015 | 2016-02-29 | 2016-02-29 | +3.72% | +6.05% | +16.31% | +27.04% | +24.22% |
| FY2014 | 2015-03-02 | 2015-03-02 | -0.13% | -5.28% | +0.35% | -8.24% | -14.91% |
| FY2013 | 2014-03-03 | 2014-03-03 | +2.43% | -0.99% | -1.14% | +3.80% | +22.48% |
| FY2012 | 2013-02-22 | 2013-02-22 | -1.74% | +2.99% | +9.78% | +21.95% | -3.52% |
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.