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positive_eps_streak on Rexford Industrial Realty, Inc. (REXR)
SIC 6798 — Real Estate Investment Trusts · CIK 1571283 · 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 REXR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | -1.63% | -1.01% | -7.04% | — | — |
| FY2024 | 2025-02-10 | 2025-02-10 | +2.18% | +1.61% | -1.91% | -15.49% | -2.84% |
| FY2023 | 2024-02-12 | 2024-02-12 | -1.45% | +0.94% | +1.49% | -13.48% | -19.55% |
| FY2022 | 2023-02-13 | 2023-02-13 | -0.52% | -3.17% | -6.25% | -8.66% | -15.70% |
| FY2021 | 2022-02-17 | 2022-02-17 | -0.50% | +2.07% | +3.54% | -3.83% | -10.95% |
| FY2020 | 2021-02-19 | 2021-02-19 | -0.18% | -3.77% | -0.04% | +9.31% | +43.42% |
| FY2019 | 2020-02-19 | 2020-02-19 | +0.72% | -4.87% | -32.59% | -28.74% | -3.63% |
| FY2018 | 2019-02-19 | 2019-02-19 | -0.48% | -1.68% | +1.17% | +8.73% | +52.31% |
| FY2017 | 2018-02-21 | 2018-02-21 | +1.41% | +0.37% | +5.95% | +15.52% | +33.49% |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.74% | -0.26% | -3.69% | +14.69% | +23.08% |
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.