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positive_eps_streak on Pebblebrook Hotel Trust (PEB)
SIC 6798 — Real Estate Investment Trusts · CIK 1474098 · 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 PEB
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-02-20 | 2020-02-20 | +1.06% | -15.67% | -68.30% | -58.69% | -6.41% |
| FY2018 | 2019-03-01 | 2019-03-01 | +1.34% | -1.25% | -1.79% | -8.21% | -33.32% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.34% | -3.29% | -3.09% | +12.77% | -0.53% |
| FY2016 | 2017-02-23 | 2017-02-23 | -1.58% | +1.16% | -1.79% | +12.04% | +30.33% |
| FY2015 | 2016-02-22 | 2016-02-22 | -0.30% | +0.48% | +4.70% | -4.96% | +14.58% |
| FY2014 | 2015-02-17 | 2015-02-17 | -1.22% | -3.27% | -6.73% | -16.92% | -47.05% |
| FY2013 | 2014-02-20 | 2014-02-20 | +1.71% | +5.10% | +7.19% | +10.66% | +58.58% |
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.