← positive_eps_streak (all companies) · OLP (all signals) · all methodology
positive_eps_streak on ONE LIBERTY PROPERTIES INC (OLP)
SIC 6798 — Real Estate Investment Trusts · CIK 712770 · 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 OLP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-06 | 2026-03-06 | -2.06% | -4.08% | -5.36% | — | — |
| FY2024 | 2025-03-06 | 2025-03-06 | +3.20% | -3.05% | -1.41% | -5.58% | -5.55% |
| FY2023 | 2024-03-06 | 2024-03-06 | +2.06% | +4.96% | +6.75% | +12.15% | +38.39% |
| FY2022 | 2023-03-14 | 2023-03-14 | +0.84% | +2.13% | +1.50% | -4.17% | +7.54% |
| FY2021 | 2022-03-11 | 2022-03-11 | -2.88% | +1.81% | +0.02% | -10.08% | -21.91% |
| FY2020 | 2021-03-12 | 2021-03-12 | -1.73% | -6.44% | +2.01% | +19.12% | +36.07% |
| FY2019 | 2020-03-16 | 2020-03-16 | -2.84% | -26.42% | +1.52% | +20.17% | +60.61% |
| FY2018 | 2019-03-18 | 2019-03-18 | +1.20% | -0.54% | -5.53% | +6.40% | -42.82% |
| FY2017 | 2018-03-14 | 2018-03-14 | +0.47% | +1.44% | +0.35% | +11.72% | +32.79% |
| FY2016 | 2017-03-10 | 2017-03-10 | +2.53% | +5.76% | +6.43% | +4.48% | +11.48% |
| FY2015 | 2016-03-15 | 2016-03-15 | -1.64% | -2.15% | +0.34% | +7.39% | +12.20% |
| FY2014 | 2015-03-12 | 2015-03-12 | +0.00% | +4.05% | -0.04% | -6.23% | +0.44% |
| FY2013 | 2014-03-17 | 2014-03-17 | +2.25% | -1.84% | -1.53% | -4.35% | +14.28% |
| FY2012 | 2013-03-15 | 2013-03-15 | -0.89% | -0.19% | -1.18% | +4.67% | +7.20% |
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.