← positive_eps_streak (all companies) · PW (all signals) · all methodology
positive_eps_streak on Power REIT (PW)
SIC 6798 — Real Estate Investment Trusts · CIK 1532619 · 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 PW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-03-31 | 2022-03-31 | +0.15% | -9.11% | -31.81% | -62.96% | -90.96% |
| FY2020 | 2021-03-24 | 2021-03-24 | +2.22% | +6.93% | -1.21% | -11.42% | +11.08% |
| FY2019 | 2020-03-30 | 2020-03-30 | -2.52% | -0.65% | +25.98% | +198.32% | +306.54% |
| FY2018 | 2019-03-25 | 2019-03-25 | -0.50% | -3.81% | +0.00% | -4.14% | +65.23% |
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.