← positive_eps_streak (all companies) · O (all signals) · all methodology
positive_eps_streak on REALTY INCOME CORP (O)
SIC 6798 — Real Estate Investment Trusts · CIK 726728 · 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 O
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +0.92% | +0.42% | -8.62% | — | — |
| FY2024 | 2025-02-25 | 2025-02-25 | -0.25% | +3.19% | -0.58% | -0.37% | +25.23% |
| FY2023 | 2024-02-21 | 2024-02-21 | +0.25% | -1.27% | +0.02% | +6.27% | +15.07% |
| FY2022 | 2023-02-22 | 2023-02-22 | +0.85% | -2.67% | -8.98% | -7.20% | -14.72% |
| FY2021 | 2022-02-23 | 2022-02-23 | +0.75% | +1.68% | +2.91% | +4.01% | +4.12% |
| FY2020 | 2021-02-23 | 2021-02-23 | -0.02% | -2.85% | +1.30% | +6.41% | +13.93% |
| FY2019 | 2020-02-24 | 2020-02-24 | -1.52% | -8.45% | -47.09% | -35.24% | -20.44% |
| FY2018 | 2019-03-01 | 2019-03-01 | +0.58% | +0.88% | +6.72% | +1.51% | +12.56% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.83% | +1.08% | +1.61% | +6.16% | +47.51% |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.52% | -3.34% | -4.74% | -12.87% | -16.48% |
| FY2015 | 2016-02-11 | 2016-02-11 | +0.60% | +0.17% | -0.49% | +7.57% | +6.00% |
| FY2014 | 2015-02-18 | 2015-02-18 | -2.39% | -2.94% | -0.85% | -9.12% | +20.31% |
| FY2013 | 2014-02-14 | 2014-02-14 | +1.70% | +5.27% | +2.14% | +6.04% | +30.33% |
| FY2012 | 2013-02-14 | 2013-02-14 | +0.38% | +0.41% | +1.42% | +21.76% | -0.83% |
| FY2011 | 2012-02-13 | 2012-02-13 | -0.95% | -1.08% | +3.36% | +7.45% | +25.40% |
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.