← positive_eps_streak (all companies) · CHD (all signals) · all methodology
positive_eps_streak on CHURCH & DWIGHT CO INC /DE/ (CHD)
SIC 2840 — Soap, Detergents, Cleang Preparations, Perfumes, Cosmetics · CIK 313927 · 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 CHD
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-12 | 2026-02-12 | +1.76% | +3.40% | -1.95% | — | — |
| FY2024 | 2025-02-13 | 2025-02-13 | -2.08% | -1.78% | +1.74% | -11.24% | -5.64% |
| FY2023 | 2024-02-15 | 2024-02-15 | +0.40% | +3.09% | +7.14% | +10.02% | +8.33% |
| FY2022 | 2023-02-16 | 2023-02-16 | +1.20% | +0.94% | +3.23% | +16.43% | +19.81% |
| FY2021 | 2022-02-17 | 2022-02-17 | +1.89% | +1.81% | -0.01% | +2.02% | -12.28% |
| FY2020 | 2021-02-18 | 2021-02-18 | -2.51% | -4.98% | -1.54% | +6.29% | +16.25% |
| FY2019 | 2020-02-18 | 2020-02-18 | -0.49% | -1.83% | -9.80% | -3.55% | +9.95% |
| FY2018 | 2019-02-21 | 2019-02-21 | +0.20% | -0.53% | +0.94% | +12.03% | +17.27% |
| FY2017 | 2018-02-23 | 2018-02-23 | +1.77% | +1.85% | -3.71% | -5.08% | +35.62% |
| FY2016 | 2017-02-24 | 2017-02-24 | +0.06% | +0.65% | +1.39% | +1.37% | +2.58% |
| FY2015 | 2016-02-19 | 2016-02-19 | +0.85% | +2.56% | +2.59% | +8.28% | +12.87% |
| FY2014 | 2015-02-20 | 2015-02-20 | +0.62% | -0.27% | +0.90% | -1.03% | +7.31% |
| FY2013 | 2014-02-21 | 2014-02-21 | +1.95% | +2.77% | +2.24% | +2.95% | +32.15% |
| FY2012 | 2013-02-22 | 2013-02-22 | -0.55% | -0.11% | +3.53% | +2.98% | +11.75% |
| FY2011 | 2012-02-24 | 2012-02-24 | -0.44% | +0.38% | +2.42% | +10.66% | +31.80% |
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.