← positive_eps_streak (all companies) · CHE (all signals) · all methodology
positive_eps_streak on CHEMED CORP (CHE)
SIC 8082 — Services-Home Health Care Services · CIK 19584 · 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 CHE
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-27 | 2026-02-27 | +2.78% | -0.52% | -10.10% | — | — |
| FY2024 | 2025-02-28 | 2025-02-28 | -1.59% | -0.84% | +0.82% | -3.26% | -29.05% |
| FY2023 | 2024-02-29 | 2024-02-29 | -1.97% | +3.81% | +2.52% | -11.30% | -5.82% |
| FY2022 | 2023-02-27 | 2023-02-27 | -2.61% | -3.64% | -1.71% | +0.49% | +17.75% |
| FY2021 | 2022-02-28 | 2022-02-28 | +1.25% | +1.06% | +1.74% | +3.41% | +9.97% |
| FY2020 | 2021-02-26 | 2021-02-26 | +0.13% | -2.69% | +4.35% | +10.91% | +8.31% |
| FY2019 | 2020-02-26 | 2020-02-26 | -2.44% | -0.68% | -16.41% | +5.79% | -0.78% |
| FY2018 | 2019-02-27 | 2019-02-27 | +0.92% | -0.26% | -2.06% | +1.68% | +35.35% |
| FY2017 | 2018-02-26 | 2018-02-26 | +1.18% | +2.07% | +7.54% | +24.85% | +25.40% |
| FY2016 | 2017-02-27 | 2017-02-27 | -0.57% | +1.04% | +3.76% | +12.43% | +47.84% |
| FY2015 | 2016-02-26 | 2016-02-26 | -1.24% | +0.80% | +2.33% | -1.61% | +39.00% |
| FY2014 | 2015-02-27 | 2015-02-27 | +1.20% | -0.86% | +3.60% | +5.88% | +11.08% |
| FY2013 | 2014-02-27 | 2014-02-27 | -0.47% | -0.15% | +3.91% | +4.00% | +38.18% |
| FY2012 | 2013-02-27 | 2013-02-27 | +0.42% | +1.26% | +3.47% | -11.89% | +11.74% |
| FY2011 | 2012-02-27 | 2012-02-27 | -0.02% | -1.78% | +1.63% | -10.96% | +25.00% |
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.