← positive_eps_streak (all companies) · CAL (all signals) · all methodology
positive_eps_streak on CALERES INC (CAL)
SIC 3140 — Footwear, (No Rubber) · CIK 14707 · 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 CAL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-04-01 | 2025-04-01 | +0.68% | -16.60% | -13.95% | -28.82% | -38.04% |
| FY2018 | 2019-04-03 | 2019-04-03 | +2.50% | +2.34% | +2.89% | -20.83% | -85.48% |
| FY2017 | 2018-04-04 | 2018-04-04 | +3.03% | +1.98% | -4.17% | +2.83% | -23.90% |
| FY2016 | 2017-03-28 | 2017-03-28 | +1.27% | -4.91% | +7.67% | -3.93% | +27.05% |
| FY2015 | 2016-03-29 | 2016-03-29 | -0.78% | -6.47% | -6.58% | -15.96% | -4.04% |
| FY2014 | 2015-04-01 | 2015-04-01 | +1.66% | -2.60% | -7.10% | +2.29% | -12.27% |
| FY2013 | 2014-04-01 | 2014-04-01 | +1.35% | -1.58% | -11.38% | +6.05% | +21.23% |
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.