← positive_eps_streak (all companies) · CG (all signals) · all methodology
positive_eps_streak on Carlyle Group Inc. (CG)
SIC 6282 — Investment Advice · CIK 1527166 · 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 CG
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2022 | 2023-05-04 | 2023-05-04 | +3.81% | +2.72% | +13.40% | +39.64% | +70.43% |
| FY2021 | 2022-02-10 | 2022-02-10 | -4.32% | -7.13% | -13.47% | -27.00% | -25.81% |
| FY2020 | 2021-02-11 | 2021-02-11 | +0.60% | -1.19% | -1.03% | +21.17% | +35.59% |
| FY2019 | 2020-02-12 | 2020-02-12 | -2.23% | -6.20% | -37.91% | -26.57% | +14.46% |
| FY2018 | 2019-02-13 | 2019-02-13 | -0.80% | -0.96% | +0.94% | +13.18% | +86.26% |
| FY2014 | 2015-02-26 | 2015-02-26 | +0.82% | +5.19% | +2.89% | +20.09% | -35.10% |
| FY2013 | 2014-02-27 | 2014-02-27 | +0.58% | -2.63% | -6.99% | -12.48% | -22.80% |
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.