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positive_eps_streak on CABOT CORP (CBT)
SIC 2890 — Miscellaneous Chemical Products · CIK 16040 · 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 CBT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-24 | 2025-11-24 | +3.70% | +4.20% | +6.61% | +21.52% | — |
| FY2024 | 2024-11-20 | 2024-11-20 | +1.36% | +2.14% | -13.09% | -19.93% | -41.15% |
| FY2023 | 2023-11-22 | 2023-11-22 | +0.23% | -1.84% | +9.89% | +6.14% | +44.64% |
| FY2014 | 2014-11-26 | 2014-11-26 | -4.84% | -3.60% | -3.25% | +2.49% | -2.39% |
| FY2013 | 2013-11-27 | 2013-11-27 | +0.31% | +0.27% | +5.69% | +11.44% | -9.98% |
| FY2012 | 2012-11-29 | 2012-11-29 | -0.11% | +0.19% | +3.15% | -2.14% | +31.76% |
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.