← positive_eps_streak (all companies) · CHDN (all signals) · all methodology
positive_eps_streak on Churchill Downs Inc (CHDN)
SIC 7948 — Services-Racing, Including Track Operation · CIK 20212 · 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 CHDN
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | -6.00% | -5.61% | -9.30% | — | — |
| FY2024 | 2025-02-20 | 2025-02-20 | -1.80% | -1.50% | -5.91% | -17.45% | -20.74% |
| FY2023 | 2024-02-21 | 2024-02-21 | +2.07% | +3.77% | +2.68% | +14.90% | -1.95% |
| FY2019 | 2020-02-26 | 2020-02-26 | -4.52% | -10.47% | -34.36% | -18.66% | +58.34% |
| FY2018 | 2019-02-27 | 2019-02-27 | -2.81% | -7.60% | -11.22% | -1.30% | +44.53% |
| FY2017 | 2018-02-28 | 2018-02-28 | -0.77% | +5.79% | -6.25% | +19.42% | +9.40% |
| FY2016 | 2017-02-28 | 2017-02-28 | +1.33% | +0.60% | +5.09% | +12.28% | +72.98% |
| FY2015 | 2016-02-24 | 2016-02-24 | +4.74% | +5.08% | +8.79% | -4.36% | +19.05% |
| FY2014 | 2015-02-25 | 2015-02-25 | +1.86% | +5.48% | +7.14% | +17.52% | +30.97% |
| FY2013 | 2014-02-26 | 2014-02-26 | -2.28% | -2.62% | -4.09% | -10.88% | +14.04% |
| FY2012 | 2013-02-27 | 2013-02-27 | -0.18% | -1.00% | +6.11% | +24.58% | +42.07% |
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.