← positive_eps_streak (all companies) · TRNO (all signals) · all methodology

positive_eps_streak on Terreno Realty Corp (TRNO)

SIC 6500 — Real Estate · CIK 1476150 · 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 TRNO

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-042026-02-04+0.99%+1.54%-1.15%
FY20242025-02-052025-02-05+1.58%-0.21%+2.31%-12.83%+2.65%
FY20232024-02-072024-02-07+5.50%+3.04%+6.13%-8.11%+14.44%
FY20222023-02-082023-02-08+0.09%-1.00%-5.20%-3.65%+0.10%
FY20212022-02-092022-02-09-3.14%-5.42%-4.79%-7.95%-11.35%
FY20202021-02-102021-02-10+2.74%-1.25%-5.13%+8.55%+25.69%
FY20192020-02-062020-02-06+1.34%+5.30%+0.24%-8.94%+5.39%
FY20182019-02-062019-02-06+5.95%+2.84%+1.20%+13.68%+47.77%
FY20172018-02-072018-02-07-3.57%+1.14%+4.27%+16.13%+28.12%
FY20162017-02-082017-02-08+1.68%+1.95%+1.09%+20.38%+23.28%
FY20152016-02-102016-02-10-2.96%+0.42%+4.81%+10.58%+29.44%
FY20142015-02-112015-02-11+2.47%+2.70%+0.36%-5.32%-2.73%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1476150/financials