← positive_eps_streak (all companies) · STAG (all signals) · all methodology
positive_eps_streak on STAG Industrial, Inc. (STAG)
SIC 6798 — Real Estate Investment Trusts · CIK 1479094 · 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 STAG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-11 | 2026-02-11 | -4.97% | -1.76% | -3.03% | — | — |
| FY2024 | 2025-02-12 | 2025-02-12 | +0.88% | +0.26% | +0.15% | -0.16% | +12.81% |
| FY2023 | 2024-02-13 | 2024-02-13 | +2.11% | +2.59% | +1.94% | -3.89% | -2.53% |
| FY2022 | 2023-02-15 | 2023-02-15 | -1.49% | -3.42% | -8.37% | -1.50% | +14.42% |
| FY2021 | 2022-02-16 | 2022-02-16 | -1.21% | -2.51% | +2.99% | -12.58% | -6.87% |
| FY2020 | 2021-02-10 | 2021-02-10 | +0.63% | +0.09% | +3.41% | +15.69% | +36.28% |
| FY2019 | 2020-02-12 | 2020-02-12 | -2.48% | -2.87% | -37.43% | -21.82% | +0.25% |
| FY2018 | 2019-02-13 | 2019-02-13 | +0.92% | +0.99% | +1.46% | +6.14% | +21.62% |
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.