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positive_eps_streak on CHOICE HOTELS INTERNATIONAL INC /DE (CHH)

SIC 7011 — Hotels & Motels · CIK 1046311 · 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 CHH

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-192026-02-19-0.77%-2.76%-10.37%
FY20242025-02-202025-02-20-1.22%-5.92%-14.62%-13.99%-29.18%
FY20232024-02-202024-02-20-0.06%-1.69%+12.94%+3.98%+33.02%
FY20222023-03-012023-03-01+3.28%+1.70%-4.60%-1.48%-7.40%
FY20212022-02-242022-02-24+3.25%-1.50%+0.04%-13.70%-15.91%
FY20202021-02-262021-02-26+1.68%-0.39%+3.58%+12.98%+40.59%
FY20192020-03-022020-03-02-2.80%-16.12%-33.92%-9.82%+12.80%
FY20182019-02-262019-02-26+0.82%+2.44%-2.81%+6.77%+22.24%
FY20172018-03-012018-03-01+0.89%+4.32%+2.12%+1.35%+3.04%
FY20162017-02-272017-02-27-0.49%+2.22%+2.38%+7.01%+32.06%
FY20152016-02-292016-02-29+0.71%+1.56%+2.49%-11.49%+18.90%
FY20142015-03-022015-03-02-1.82%-0.82%+1.03%-10.94%-16.94%
FY20132014-11-032014-11-03-1.97%-2.14%+1.78%+7.11%+2.71%
FY20122013-02-282013-02-28+0.82%+2.39%+11.75%+8.03%+30.62%
FY20112012-02-292012-02-29-1.20%-0.56%+0.56%-2.77%+39.04%

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)

Horizonn eventsGross stock retHit rateTrade dirNet PnLCost (bps)r/σ net
1d21,256+0.05%+49.53%long-0.16%22-0.04
5d21,258+0.10%+50.10%long-0.10%22-0.00
20d21,218-0.80%+49.80%long-1.03%22-0.04
60d19,852+1.64%+54.15%long+1.48%22+0.04
252d19,501+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.


Data: /api/company/1046311/financials