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positive_eps_streak on NEW ENGLAND REALTY ASSOCIATES LIMITED PARTNERSHIP (NEN)
SIC 6513 — Operators of Apartment Buildings · CIK 746514 · 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 NEN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-13 | 2026-03-13 | -1.60% | -3.16% | -4.93% | — | — |
| FY2024 | 2025-03-14 | 2025-03-14 | +0.04% | +1.70% | -2.23% | -5.79% | -20.12% |
| FY2020 | 2021-03-12 | 2021-03-12 | +0.67% | +0.58% | +1.73% | +14.44% | +45.96% |
| FY2019 | 2020-03-12 | 2020-03-12 | +1.18% | -7.93% | -15.98% | +3.45% | +7.16% |
| FY2018 | 2019-03-13 | 2019-03-13 | +1.02% | +0.92% | -1.54% | -4.53% | -17.08% |
| FY2017 | 2018-03-13 | 2018-03-13 | +0.43% | +0.36% | +0.19% | -5.71% | -4.46% |
| FY2016 | 2017-03-13 | 2017-03-13 | +0.00% | +0.70% | +4.67% | +10.26% | +12.26% |
| FY2015 | 2016-03-11 | 2016-03-11 | -4.42% | -4.40% | -0.45% | +2.52% | +19.46% |
| FY2014 | 2015-03-13 | 2015-03-13 | -3.90% | +1.54% | -0.51% | -1.11% | +10.89% |
| FY2013 | 2014-03-21 | 2014-03-21 | +0.20% | +0.11% | -1.10% | +10.93% | +11.62% |
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.