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

positive_eps_streak on CREDIT ACCEPTANCE CORP (CACC)

SIC 6141 — Personal Credit Institutions · CIK 885550 · 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 CACC

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-132026-02-13+1.52%+1.22%-8.15%
FY20242025-02-122025-02-12+1.83%+2.18%-8.78%-2.17%-3.73%
FY20232024-02-122024-02-12-0.92%-1.88%-1.02%-8.35%-8.72%
FY20222023-02-102023-02-10+6.38%+0.91%-13.04%-5.67%+19.78%
FY20212022-02-112022-02-11-0.76%-0.55%-12.96%+6.08%-9.81%
FY20202021-02-122021-02-12+2.37%+1.70%+7.17%+18.19%+52.16%
FY20192020-02-112020-02-11-0.47%-0.17%-5.82%-27.67%-19.70%
FY20182019-02-082019-02-08+2.38%+3.62%+4.26%+14.55%+2.74%
FY20172018-02-092018-02-09+2.48%+2.91%+7.97%+4.77%+38.97%
FY20162017-02-102017-02-10+1.64%-4.03%-1.22%+8.75%+60.25%
FY20152016-02-122016-02-12+1.63%+10.68%+13.73%+3.92%+15.53%
FY20142015-02-122015-02-12-1.56%-1.78%+7.23%+30.16%+0.35%
FY20132014-02-142014-02-14+0.41%-0.47%+5.51%-3.48%+29.03%
FY20122013-02-202013-02-20-7.80%-7.68%+9.48%-8.77%+14.94%

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/885550/financials