← positive_eps_streak (all companies) · CATO (all signals) · all methodology
positive_eps_streak on CATO CORP (CATO)
SIC 5621 — Retail-Women's Clothing Stores · CIK 18255 · 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 CATO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-03-29 | 2021-03-29 | +2.64% | +7.25% | +18.16% | +46.18% | +29.51% |
| FY2019 | 2020-03-27 | 2020-03-27 | -13.79% | -26.58% | -14.95% | -30.56% | -2.57% |
| FY2018 | 2019-03-27 | 2019-03-27 | +0.33% | +0.53% | -4.59% | -13.70% | -9.79% |
| FY2017 | 2018-03-27 | 2018-03-27 | +3.20% | +7.83% | +12.05% | +76.87% | +10.62% |
| FY2016 | 2017-03-23 | 2017-03-23 | -0.42% | +2.56% | +4.04% | -14.30% | -28.35% |
| FY2015 | 2016-03-24 | 2016-03-24 | +2.34% | +3.68% | +1.99% | +3.23% | -39.92% |
| FY2014 | 2015-03-30 | 2015-03-30 | +0.08% | -2.53% | +4.12% | -0.01% | +2.43% |
| FY2013 | 2014-04-02 | 2014-04-02 | +1.73% | -0.64% | +0.32% | +9.89% | +41.84% |
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.