← positive_eps_streak (all companies) · CCL (all signals) · all methodology
positive_eps_streak on CARNIVAL CORP (CCL)
SIC 4400 — Water Transportation · CIK 815097 · 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 CCL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2019 | 2020-01-28 | 2020-01-28 | +0.00% | -6.32% | -27.90% | -73.52% | -58.71% |
| FY2018 | 2019-01-28 | 2019-01-28 | -0.25% | +3.16% | +4.17% | -3.92% | -14.14% |
| FY2017 | 2018-01-29 | 2018-01-29 | -0.21% | -5.42% | -5.58% | -7.56% | -17.68% |
| FY2016 | 2017-01-30 | 2017-01-30 | -0.47% | -0.25% | +1.19% | +9.51% | +32.34% |
| FY2015 | 2016-01-29 | 2016-01-29 | +1.75% | -10.58% | +0.32% | +2.76% | +18.86% |
| FY2014 | 2015-01-29 | 2015-01-29 | -2.05% | -2.63% | -1.41% | +2.69% | +9.70% |
| FY2013 | 2014-01-29 | 2014-01-29 | +1.26% | -2.33% | +2.95% | -3.13% | +16.41% |
| FY2012 | 2013-01-29 | 2013-01-29 | +0.44% | -0.41% | -7.55% | -10.00% | +5.05% |
| FY2011 | 2012-01-30 | 2012-01-30 | +0.23% | +6.11% | +0.42% | +7.38% | +34.17% |
| FY2010 | 2011-01-31 | 2011-01-31 | +2.35% | +3.80% | -9.87% | -14.08% | -30.57% |
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.