← positive_eps_streak (all companies) · CHTR (all signals) · all methodology
positive_eps_streak on CHARTER COMMUNICATIONS, INC. /MO/ (CHTR)
SIC 4841 — Cable & Other Pay Television Services · CIK 1091667 · 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 CHTR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-01-30 | 2026-01-30 | +3.63% | +12.14% | +12.94% | — | — |
| FY2024 | 2025-01-31 | 2025-01-31 | -1.15% | +0.68% | +7.29% | +11.82% | -38.42% |
| FY2023 | 2024-02-02 | 2024-02-02 | -4.87% | -8.79% | -12.58% | -19.82% | +8.09% |
| FY2022 | 2023-01-27 | 2023-01-27 | -0.88% | +3.01% | -4.91% | -17.87% | -4.42% |
| FY2021 | 2022-01-28 | 2022-01-28 | +0.49% | +3.12% | +1.92% | -17.53% | -34.91% |
| FY2020 | 2021-01-29 | 2021-01-29 | -1.41% | +1.66% | +1.99% | +7.56% | -2.81% |
| FY2019 | 2020-01-31 | 2020-01-31 | +2.82% | +1.50% | -3.93% | -3.92% | +15.76% |
| FY2018 | 2019-01-31 | 2019-01-31 | +2.99% | +4.07% | +4.69% | +12.06% | +56.31% |
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.