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positive_eps_streak on National Storage Affiliates Trust (NSA)
SIC 6798 — Real Estate Investment Trusts · CIK 1618563 · 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 NSA
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +1.60% | -1.39% | +10.42% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | -0.97% | -0.62% | -0.27% | -11.05% | -2.71% |
| FY2023 | 2024-02-28 | 2024-02-28 | +0.82% | +3.69% | +11.20% | +2.80% | +14.59% |
| FY2022 | 2023-02-27 | 2023-02-27 | +2.67% | +6.50% | -1.28% | -8.34% | -8.44% |
| FY2021 | 2022-02-25 | 2022-02-25 | -2.23% | +4.38% | +3.65% | -15.76% | -25.72% |
| FY2020 | 2021-02-26 | 2021-02-26 | -0.29% | -1.30% | +5.45% | +18.48% | +59.41% |
| FY2019 | 2020-02-26 | 2020-02-26 | -5.78% | -3.25% | -36.04% | -28.83% | +10.00% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.50% | +2.26% | +1.79% | +8.41% | +40.07% |
| FY2017 | 2018-02-27 | 2018-02-27 | +0.00% | +4.32% | +3.26% | +10.97% | +20.38% |
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.