← positive_eps_streak (all companies) · CHSCP (all signals) · all methodology
positive_eps_streak on CHS INC (CHSCP)
SIC 5150 — Wholesale-Farm Product Raw Materials · CIK 823277 · 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 CHSCP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2025-11-05 | 2025-11-05 | +0.18% | +0.07% | -2.05% | +1.80% | — |
| FY2024 | 2024-11-06 | 2024-11-06 | +0.50% | -1.67% | -4.60% | -3.63% | +1.33% |
| FY2023 | 2023-11-08 | 2023-11-08 | -0.34% | +3.04% | +5.56% | +6.66% | +9.08% |
| FY2022 | 2022-11-02 | 2022-11-02 | -1.35% | -0.58% | +3.61% | +8.57% | +15.43% |
| FY2021 | 2021-11-04 | 2021-11-04 | +0.16% | -0.42% | -0.10% | +2.01% | -6.58% |
| FY2020 | 2020-11-05 | 2020-11-05 | -1.29% | -0.17% | +1.90% | +3.19% | +12.24% |
| FY2019 | 2019-11-06 | 2019-11-06 | +0.21% | +0.46% | +0.04% | +5.69% | +12.81% |
| FY2018 | 2018-12-03 | 2018-12-03 | -2.43% | -0.63% | -4.00% | +6.04% | +6.15% |
| FY2017 | 2017-11-09 | 2017-11-09 | -1.21% | +0.44% | +4.07% | +1.58% | +0.35% |
| FY2016 | 2016-11-03 | 2016-11-03 | +0.57% | -3.50% | -1.07% | -6.10% | +0.67% |
| FY2015 | 2015-11-23 | 2015-11-23 | +0.10% | +0.52% | +1.16% | +1.16% | +7.64% |
| FY2014 | 2014-11-05 | 2014-11-05 | +0.03% | -0.16% | +2.57% | +3.02% | +8.36% |
| FY2013 | 2013-11-07 | 2013-11-07 | -0.74% | -0.51% | +0.30% | +0.92% | +9.27% |
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.