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positive_eps_streak on Service Properties Trust (SVC)
SIC 6798 — Real Estate Investment Trusts · CIK 945394 · 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 SVC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-03-02 | 2020-03-02 | -5.89% | -26.46% | -68.04% | -60.16% | -33.26% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.63% | -0.11% | -2.04% | -1.31% | -24.44% |
| FY2017 | 2018-03-01 | 2018-03-01 | -2.17% | -0.80% | +1.77% | +17.58% | +17.83% |
| FY2016 | 2017-03-01 | 2017-03-01 | -2.06% | -5.34% | -2.50% | -7.81% | -16.58% |
| FY2015 | 2016-02-24 | 2016-02-24 | +1.50% | +6.12% | +5.25% | +6.12% | +42.86% |
| FY2014 | 2015-02-27 | 2015-02-27 | +1.69% | -2.76% | +5.74% | +0.18% | -14.67% |
| FY2013 | 2014-02-28 | 2014-02-28 | +0.75% | +3.43% | +7.85% | +11.28% | +26.12% |
| FY2012 | 2013-03-18 | 2013-03-18 | -2.39% | -2.65% | +3.31% | -1.23% | +12.31% |
| FY2011 | 2012-03-19 | 2012-03-19 | -0.31% | +0.35% | +5.12% | -8.74% | +8.99% |
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.