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positive_eps_streak on CACI INTERNATIONAL INC /DE/ (CACI)

SIC 7373 — Services-Computer Integrated Systems Design · CIK 16058 · 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 CACI

FYFiling dateEvent date1d5d20d60d252d
FY20252025-08-072025-08-07-1.01%-1.85%-5.10%+12.46%
FY20242024-08-082024-08-08+0.37%+0.73%+1.32%+20.11%+3.60%
FY20232023-08-102023-08-10+0.22%-4.44%-7.44%-4.68%+35.08%
FY20222022-08-112022-08-11+1.83%+3.04%+1.68%+7.16%+23.66%
FY20212021-08-172021-08-17-0.96%-1.35%-2.74%+9.41%+9.12%
FY20202020-08-142020-08-14+0.01%+1.12%-3.13%+2.04%+11.18%
FY20192019-08-212019-08-21-0.51%-0.82%+3.19%+5.96%+5.34%
FY20182018-08-202018-08-20+2.46%+2.88%+2.62%-4.43%+14.99%
FY20172017-08-212017-08-21+1.94%+1.17%+7.83%-0.32%+56.32%
FY20162016-08-242016-08-24+1.10%+1.92%+5.82%+27.40%+28.27%
FY20152015-08-212015-08-21-4.40%-2.47%-4.71%+20.58%+22.48%
FY20142014-08-282014-08-28+0.91%+1.23%-0.36%+20.68%+9.79%
FY20132013-08-272013-08-27+0.09%+1.09%+2.17%+5.77%+6.35%
FY20122012-08-282012-08-28+0.61%+0.71%-1.87%-0.23%+28.72%

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/16058/financials