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positive_eps_streak on Ventas, Inc. (VTR)
SIC 6798 — Real Estate Investment Trusts · CIK 740260 · 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 VTR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2021 | 2022-02-18 | 2022-02-18 | -0.08% | +2.00% | +12.24% | +7.82% | -2.87% |
| FY2020 | 2021-02-23 | 2021-02-23 | +2.38% | -2.95% | -1.57% | -0.08% | +0.09% |
| FY2019 | 2020-02-24 | 2020-02-24 | -5.14% | -16.95% | -63.52% | -47.11% | -8.00% |
| FY2018 | 2019-02-08 | 2019-02-08 | -0.81% | +1.46% | -1.70% | -3.97% | -3.62% |
| FY2017 | 2018-02-09 | 2018-02-09 | -2.19% | -0.39% | -2.35% | +4.05% | +30.29% |
| FY2016 | 2017-02-14 | 2017-02-14 | +0.06% | +1.75% | -1.16% | +6.68% | -15.54% |
| FY2015 | 2016-02-12 | 2016-02-12 | +2.66% | +9.42% | +26.57% | +39.89% | +35.92% |
| FY2014 | 2015-02-13 | 2015-02-13 | -0.16% | +1.27% | -6.99% | -10.45% | -40.44% |
| FY2013 | 2014-09-04 | 2014-09-04 | +0.11% | -1.67% | -4.02% | +9.75% | -24.39% |
| FY2012 | 2013-02-19 | 2013-02-19 | +0.33% | +0.29% | +1.73% | +19.06% | -6.83% |
| FY2011 | 2012-02-22 | 2012-02-22 | +1.21% | -0.30% | +2.94% | +2.20% | +27.88% |
| FY2010 | 2011-03-01 | 2011-03-01 | -1.92% | +0.11% | +0.45% | +4.41% | +10.18% |
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.