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positive_eps_streak on SL GREEN REALTY CORP (SLG)
SIC 6798 — Real Estate Investment Trusts · CIK 1040971 · 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 SLG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-18 | 2022-02-18 | -3.39% | -3.64% | -1.85% | -20.14% | -53.27% |
| FY2020 | 2021-02-26 | 2021-02-26 | +3.45% | +5.02% | +4.69% | +14.71% | +22.62% |
| FY2019 | 2020-02-28 | 2020-02-28 | +3.74% | +2.73% | -39.38% | -46.77% | -2.49% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.53% | +0.71% | -1.01% | -2.22% | -7.20% |
| FY2017 | 2018-02-23 | 2018-02-23 | +0.45% | +0.24% | -4.79% | -1.56% | -4.07% |
| FY2016 | 2017-02-21 | 2017-02-21 | +0.09% | +0.32% | -4.94% | -8.50% | -13.26% |
| FY2015 | 2016-02-29 | 2016-02-29 | +5.89% | +6.42% | +9.98% | +14.38% | +31.54% |
| FY2014 | 2015-02-24 | 2015-02-24 | +0.19% | +0.97% | +3.74% | -4.49% | -28.70% |
| FY2013 | 2014-02-25 | 2014-02-25 | -0.73% | +0.81% | -0.27% | +9.13% | +30.02% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.38% | +3.15% | +6.38% | +12.57% | +23.29% |
| FY2011 | 2012-02-28 | 2012-02-28 | +0.33% | +0.57% | +1.61% | -0.59% | +10.60% |
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.