← positive_eps_streak (all companies) · RLJ (all signals) · all methodology
positive_eps_streak on RLJ Lodging Trust (RLJ)
SIC 6798 — Real Estate Investment Trusts · CIK 1511337 · 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 RLJ
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +1.62% | -2.24% | -6.73% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | +1.83% | -0.43% | -10.33% | -21.57% | -6.54% |
| FY2019 | 2020-02-26 | 2020-02-26 | -2.69% | -6.30% | -42.96% | -28.15% | +7.53% |
| FY2018 | 2019-03-01 | 2019-03-01 | +2.13% | -0.87% | -2.29% | -0.17% | -19.59% |
| FY2017 | 2018-02-28 | 2018-02-28 | -1.06% | -0.86% | +0.19% | +18.18% | -1.04% |
| FY2016 | 2017-02-23 | 2017-02-23 | +0.09% | -0.13% | -3.30% | -10.15% | -2.32% |
| FY2015 | 2016-02-25 | 2016-02-25 | +0.77% | +8.01% | +5.09% | -7.01% | +17.45% |
| FY2014 | 2015-02-26 | 2015-02-26 | +0.70% | -0.66% | -2.60% | -3.52% | -30.15% |
| FY2013 | 2014-02-27 | 2014-02-27 | +1.05% | +1.48% | +3.49% | +9.41% | +28.13% |
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.