← positive_eps_streak (all companies) · CHRW (all signals) · all methodology
positive_eps_streak on C. H. ROBINSON WORLDWIDE, INC. (CHRW)
SIC 4731 — Arrangement of Transportation of Freight & Cargo · CIK 1043277 · 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 CHRW
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-13 | 2026-02-13 | +0.78% | +0.68% | -2.81% | — | — |
| FY2024 | 2025-02-14 | 2025-02-14 | +0.43% | +1.20% | +2.16% | -2.61% | +90.91% |
| FY2023 | 2024-02-16 | 2024-02-16 | -0.84% | +1.63% | +2.40% | +17.04% | +42.81% |
| FY2022 | 2023-02-17 | 2023-02-17 | -1.36% | -0.21% | -4.55% | -2.56% | -26.41% |
| FY2021 | 2022-02-23 | 2022-02-23 | +4.09% | +11.38% | +13.86% | +10.08% | +10.91% |
| FY2020 | 2021-02-19 | 2021-02-19 | -1.06% | +0.08% | +7.11% | +9.69% | +2.29% |
| FY2019 | 2020-02-19 | 2020-02-19 | +1.82% | -2.48% | -11.10% | -1.06% | +27.18% |
| FY2018 | 2019-02-25 | 2019-02-25 | +0.09% | -1.97% | -7.84% | -9.54% | -19.12% |
| FY2017 | 2018-02-28 | 2018-02-28 | -3.44% | -3.11% | -1.30% | -5.27% | -0.81% |
| FY2016 | 2017-03-01 | 2017-03-01 | -0.41% | -2.63% | -4.42% | -16.02% | +13.55% |
| FY2015 | 2016-02-29 | 2016-02-29 | +1.30% | +3.16% | +7.34% | +7.61% | +17.88% |
| FY2014 | 2015-03-02 | 2015-03-02 | +1.45% | +0.93% | -0.03% | -13.47% | -1.53% |
| FY2013 | 2014-03-03 | 2014-03-03 | +0.83% | +2.27% | +1.92% | +16.16% | +47.65% |
| FY2012 | 2013-03-01 | 2013-03-01 | +0.00% | -0.11% | +2.70% | +1.42% | -7.62% |
| FY2011 | 2012-02-29 | 2012-02-29 | +1.03% | -1.68% | -1.60% | -9.60% | -11.74% |
| FY2010 | 2011-03-01 | 2011-03-01 | +1.18% | +3.91% | +3.57% | +12.81% | -4.58% |
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.