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positive_eps_streak on CROWN CASTLE INC. (CCI)

SIC 6798 — Real Estate Investment Trusts · CIK 1051470 · 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 CCI

FYFiling dateEvent date1d5d20d60d252d
FY20232024-02-232024-02-23-2.54%+2.18%-4.06%-6.09%-10.54%
FY20222023-02-242023-02-24+0.37%+0.27%-0.10%-11.21%-14.87%
FY20212022-02-222022-02-22-1.97%+2.98%+7.57%+8.46%-14.61%
FY20202021-02-222021-02-22-2.23%-7.01%+2.43%+11.51%+1.16%
FY20192020-03-102020-03-10-3.45%-7.11%-7.32%+6.04%-1.67%
FY20182019-02-252019-02-25+0.00%+1.13%+6.98%+6.78%+42.80%
FY20172018-02-262018-02-26-1.06%-3.42%+0.76%-7.94%+10.30%
FY20162017-02-222017-02-22+0.75%+2.68%+2.34%+10.08%+24.45%
FY20152016-02-222016-02-22-0.47%-0.30%+0.07%+4.96%+8.02%
FY20142015-02-192015-02-19+1.05%-1.94%-1.26%-3.62%+1.37%
FY20132014-02-242014-02-24-0.62%+0.04%-0.32%+2.11%+19.10%

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/1051470/financials