← positive_eps_streak (all companies) · TRC (all signals) · all methodology
positive_eps_streak on TEJON RANCH CO (TRC)
SIC 6500 — Real Estate · CIK 96869 · 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 TRC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-19 | 2026-03-19 | -1.55% | +2.25% | +6.10% | — | — |
| FY2024 | 2025-03-06 | 2025-03-06 | +1.43% | -0.19% | -1.68% | -1.43% | +11.54% |
| FY2023 | 2024-03-06 | 2024-03-06 | -0.72% | -2.65% | -8.84% | +9.69% | -4.57% |
| FY2016 | 2017-03-13 | 2017-03-13 | +0.05% | -0.18% | +0.72% | -7.99% | +12.48% |
| FY2015 | 2016-03-08 | 2016-03-08 | +1.38% | +0.61% | +6.60% | +24.21% | +11.57% |
| FY2014 | 2015-03-16 | 2015-03-16 | -1.20% | +9.80% | +4.80% | +5.75% | -18.69% |
| FY2013 | 2014-03-17 | 2014-03-17 | +2.43% | +0.44% | -7.34% | -10.41% | -30.15% |
| FY2012 | 2013-03-15 | 2013-03-15 | -0.47% | +1.00% | -8.72% | -0.07% | +17.42% |
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.