← positive_eps_streak (all companies) · SPG (all signals) · all methodology
positive_eps_streak on SIMON PROPERTY GROUP INC. (SPG)
SIC 6798 — Real Estate Investment Trusts · CIK 1063761 · 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 SPG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +0.80% | +1.05% | -8.62% | — | — |
| FY2024 | 2025-02-21 | 2025-02-21 | +0.46% | +1.25% | -10.71% | -9.39% | +13.98% |
| FY2023 | 2024-02-22 | 2024-02-22 | -0.77% | -2.22% | +4.17% | -0.52% | +27.53% |
| FY2022 | 2023-02-23 | 2023-02-23 | -0.38% | +0.45% | -15.04% | -12.56% | +30.15% |
| FY2021 | 2022-02-24 | 2022-02-24 | +1.36% | +1.15% | -4.38% | -20.02% | -5.59% |
| FY2020 | 2021-02-25 | 2021-02-25 | -1.65% | -4.10% | -1.03% | +7.78% | +25.39% |
| FY2019 | 2020-02-21 | 2020-02-21 | -1.03% | -13.48% | -66.16% | -59.99% | -16.32% |
| FY2018 | 2019-02-22 | 2019-02-22 | -0.18% | -4.39% | -3.28% | -6.03% | -19.04% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.54% | -0.73% | -3.15% | +1.52% | +22.49% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.11% | -2.65% | -8.87% | -13.52% | -9.57% |
| FY2015 | 2016-02-26 | 2016-02-26 | -0.35% | +4.26% | +6.65% | +3.62% | +1.28% |
| FY2014 | 2015-02-27 | 2015-02-27 | -0.17% | -5.14% | +2.05% | -3.57% | +3.07% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.57% | +1.99% | +0.62% | +10.10% | +29.98% |
| FY2012 | 2013-02-28 | 2013-02-28 | +0.71% | +0.77% | -0.19% | +10.54% | +4.60% |
| FY2011 | 2012-02-28 | 2012-02-28 | -0.60% | +0.32% | +6.10% | +9.23% | +20.66% |
| FY2010 | 2011-02-25 | 2011-02-25 | +2.86% | -0.31% | -2.19% | +6.35% | +31.73% |
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.