← positive_eps_streak (all companies) · SUI (all signals) · all methodology
positive_eps_streak on SUN COMMUNITIES INC (SUI)
SIC 6798 — Real Estate Investment Trusts · CIK 912593 · 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 SUI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-02-23 | 2023-02-23 | -0.84% | -4.05% | -12.24% | -12.03% | -8.53% |
| FY2021 | 2022-02-22 | 2022-02-22 | -2.83% | -2.40% | -2.92% | -15.76% | -17.32% |
| FY2020 | 2021-02-18 | 2021-02-18 | +0.72% | +2.76% | -0.21% | +8.45% | +29.12% |
| FY2019 | 2020-02-20 | 2020-02-20 | +0.09% | -9.11% | -33.76% | -27.02% | -9.54% |
| FY2018 | 2019-02-21 | 2019-02-21 | -0.06% | -0.23% | +3.16% | +10.83% | +55.11% |
| FY2017 | 2018-02-22 | 2018-02-22 | +1.59% | -0.30% | +2.01% | +5.39% | +33.36% |
| FY2016 | 2017-02-23 | 2017-02-23 | +1.46% | -0.22% | -1.46% | +4.00% | +11.58% |
| FY2015 | 2016-02-23 | 2016-02-23 | +1.33% | +3.56% | +2.26% | +4.67% | +25.53% |
| FY2014 | 2015-03-02 | 2015-03-02 | +0.16% | -0.79% | +0.46% | -5.95% | +6.69% |
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.