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positive_eps_streak on Public Storage (PSA)

SIC 6798 — Real Estate Investment Trusts · CIK 1393311 · 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 PSA

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-122026-02-12+2.73%+4.32%+1.83%
FY20242025-02-242025-02-24+1.73%+2.54%-1.80%+2.49%+2.84%
FY20232024-02-202024-02-20+1.58%-1.60%-1.38%+1.94%+11.33%
FY20222023-02-212023-02-21-2.21%+0.02%-0.97%-2.97%-0.35%
FY20212022-02-222022-02-22+3.23%+4.85%+8.78%-9.86%-8.30%
FY20202021-02-242021-02-24+0.31%-4.85%+0.22%+16.07%+49.66%
FY20192020-02-252020-02-25+3.33%-1.43%-22.88%-15.90%+14.15%
FY20182019-02-272019-02-27+0.90%+1.72%+5.54%+12.87%+4.40%
FY20172018-03-012018-03-01-0.57%+1.89%+3.22%+7.39%+12.50%
FY20162017-03-012017-03-01-1.03%-2.40%-3.21%-4.47%-11.20%
FY20152016-02-292016-02-29+2.17%+0.43%+10.76%+2.64%-5.91%
FY20142015-02-252015-02-25-0.77%-1.56%+0.02%-0.98%+32.88%
FY20132014-02-262014-02-26-0.34%+2.43%+1.28%+2.42%+21.61%
FY20122013-02-262013-02-26+0.46%+1.88%+1.04%+8.74%+14.34%
FY20112012-02-272012-02-27-0.44%-1.57%+2.53%-1.72%+15.08%
FY20102011-03-012011-03-01-0.68%+2.51%+0.03%+4.90%+25.93%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1393311/financials