← positive_eps_streak (all companies) · VNO (all signals) · all methodology
positive_eps_streak on VORNADO REALTY TRUST (VNO)
SIC 6798 — Real Estate Investment Trusts · CIK 899689 · 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 VNO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-09 | 2026-02-09 | +2.74% | -6.36% | -14.46% | — | — |
| FY2019 | 2020-02-18 | 2020-02-18 | -5.02% | -13.09% | -47.88% | -51.50% | -41.66% |
| FY2018 | 2019-02-11 | 2019-02-11 | -2.10% | -1.83% | -1.36% | -4.88% | +2.67% |
| FY2017 | 2018-02-12 | 2018-02-12 | -0.21% | -0.46% | +0.92% | +4.39% | +5.78% |
| FY2016 | 2017-02-13 | 2017-02-13 | +2.42% | +4.13% | -3.76% | -10.20% | -19.05% |
| FY2015 | 2016-02-16 | 2016-02-16 | +0.24% | +5.14% | +11.05% | +17.33% | +35.84% |
| FY2014 | 2015-02-17 | 2015-02-17 | +0.96% | -1.62% | -5.31% | -10.89% | -24.87% |
| FY2013 | 2014-02-24 | 2014-02-24 | +0.03% | +1.94% | +3.18% | +11.87% | +33.08% |
| FY2012 | 2013-02-26 | 2013-02-26 | -0.39% | +1.34% | -0.81% | +4.09% | +17.83% |
| FY2011 | 2012-02-27 | 2012-02-27 | -2.28% | -3.54% | -0.10% | -0.70% | -0.20% |
| FY2010 | 2011-02-23 | 2011-02-23 | -0.46% | +1.59% | -4.16% | +10.84% | -1.03% |
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.