← positive_eps_streak (all companies) · NNN (all signals) · all methodology
positive_eps_streak on NNN REIT, INC. (NNN)
SIC 6798 — Real Estate Investment Trusts · CIK 751364 · 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 NNN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | +1.28% | +2.07% | +4.34% | — | — |
| FY2024 | 2025-02-11 | 2025-02-11 | -1.39% | +1.57% | +4.57% | +4.50% | +14.87% |
| FY2023 | 2024-02-08 | 2024-02-08 | -0.43% | +1.96% | +6.70% | +7.10% | +6.53% |
| FY2022 | 2023-02-09 | 2023-02-09 | +1.67% | +1.56% | -6.95% | -1.59% | -8.16% |
| FY2021 | 2022-02-09 | 2022-02-09 | -2.53% | -0.53% | -0.14% | +1.06% | +13.23% |
| FY2020 | 2021-02-11 | 2021-02-11 | -0.73% | -0.84% | +3.73% | +12.16% | +3.94% |
| FY2019 | 2020-02-11 | 2020-02-11 | -1.05% | +0.60% | -17.74% | -43.83% | -20.83% |
| FY2018 | 2019-02-12 | 2019-02-12 | -0.36% | -1.11% | +1.69% | +1.47% | +11.18% |
| FY2017 | 2018-02-13 | 2018-02-13 | -1.36% | -1.36% | +2.53% | +9.35% | +45.48% |
| FY2016 | 2017-02-13 | 2017-02-13 | -0.25% | +1.19% | -4.07% | -12.06% | -11.44% |
| FY2015 | 2016-02-12 | 2016-02-12 | +0.18% | +0.22% | -0.34% | +7.07% | +3.31% |
| FY2014 | 2015-02-20 | 2015-02-20 | +1.46% | -1.95% | +3.05% | -4.33% | +14.04% |
| FY2013 | 2014-02-19 | 2014-02-19 | +0.55% | +2.80% | -2.71% | +3.46% | +23.67% |
| FY2012 | 2013-02-22 | 2013-02-22 | -0.74% | +1.98% | +4.31% | +24.00% | +7.55% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.11% | -1.49% | +0.15% | +0.09% | +35.59% |
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.