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positive_eps_streak on Piedmont Realty Trust, Inc. (PDM)
SIC 6512 — Opeators of Nonresidential Buildings · CIK 1042776 · 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 PDM
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-02-17 | 2021-02-17 | -2.57% | +5.01% | +7.91% | +5.96% | +5.16% |
| FY2019 | 2020-02-19 | 2020-02-19 | +0.53% | -5.20% | -39.85% | -43.11% | -28.20% |
| FY2018 | 2019-02-20 | 2019-02-20 | +0.19% | -0.48% | -1.75% | +1.51% | +23.20% |
| FY2017 | 2018-02-21 | 2018-02-21 | +0.62% | +0.73% | -1.29% | +0.06% | +21.04% |
| FY2016 | 2017-05-08 | 2017-05-08 | -0.74% | -1.30% | -1.04% | -1.32% | -6.83% |
| FY2015 | 2016-02-17 | 2016-02-17 | +0.79% | +2.55% | +13.03% | +16.87% | +30.12% |
| FY2014 | 2015-02-18 | 2015-02-18 | -3.28% | -2.90% | -3.80% | -6.43% | -2.88% |
| FY2013 | 2014-02-18 | 2014-02-18 | +0.29% | +1.11% | -0.43% | +11.50% | +17.69% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.00% | +1.58% | +0.29% | +3.84% | -9.39% |
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.