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positive_eps_streak on Sunstone Hotel Investors, Inc. (SHO)
SIC 7011 — Hotels & Motels · CIK 1295810 · 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 SHO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +2.26% | +1.08% | -3.56% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | -0.75% | -1.60% | -8.64% | -15.82% | -9.59% |
| FY2023 | 2024-02-23 | 2024-02-23 | -0.09% | +1.71% | -1.53% | -5.79% | -3.69% |
| FY2019 | 2020-02-19 | 2020-02-19 | +1.00% | -10.33% | -46.11% | -43.09% | -5.87% |
| FY2018 | 2019-02-14 | 2019-02-14 | +1.67% | +7.15% | +1.67% | -1.39% | -1.15% |
| FY2017 | 2018-02-14 | 2018-02-14 | -1.84% | -5.27% | -5.21% | +5.89% | -2.15% |
| FY2016 | 2017-02-23 | 2017-02-23 | -0.34% | -0.07% | -0.41% | +7.27% | +7.05% |
| FY2015 | 2016-02-23 | 2016-02-23 | +1.21% | +8.06% | +7.42% | -1.56% | +26.75% |
| FY2014 | 2015-02-19 | 2015-02-19 | +0.46% | +0.06% | -2.25% | -8.14% | -21.59% |
| FY2013 | 2014-02-25 | 2014-02-25 | +0.73% | +0.81% | +1.83% | +2.87% | +31.63% |
| FY2012 | 2013-02-25 | 2013-02-25 | +0.63% | +2.51% | +6.28% | +17.50% | +23.38% |
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.