← positive_eps_streak (all companies) · CL (all signals) · all methodology

positive_eps_streak on COLGATE PALMOLIVE CO (CL)

SIC 2844 — Perfumes, Cosmetics & Other Toilet Preparations · CIK 21665 · 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 CL

FYFiling dateEvent date1d5d20d60d252d
FY20252026-02-232026-02-23+1.04%+0.21%-12.31%
FY20242025-02-132025-02-13-1.95%+1.96%+2.36%+2.15%+11.69%
FY20232024-02-152024-02-15-0.11%+3.21%+5.84%+13.69%+6.88%
FY20222023-02-162023-02-16+2.40%+0.49%-0.78%+12.13%+19.24%
FY20212022-02-172022-02-17+0.51%-1.28%-8.78%+0.05%-3.83%
FY20202021-02-182021-02-18-1.93%-2.58%-3.37%+6.75%+1.78%
FY20192020-02-212020-02-21-2.43%-11.41%-18.60%-7.37%+3.67%
FY20182019-02-212019-02-21+0.30%-1.24%-1.30%+8.58%+17.17%
FY20172018-02-212018-02-21+0.36%-0.25%-0.65%-9.38%-0.73%
FY20162017-02-232017-02-23-1.46%-0.94%-0.70%+1.05%-3.50%
FY20152016-02-182016-02-18+0.36%+0.30%+3.93%+7.20%+4.92%
FY20142015-02-192015-02-19+0.04%+1.28%-2.73%-1.70%-1.68%
FY20132014-02-202014-02-20-0.48%+0.42%+2.80%+8.76%+16.00%
FY20122013-02-212013-02-21+0.78%+1.18%+0.55%+10.35%+11.31%
FY20112012-02-232012-02-23-0.03%-0.51%+3.16%+6.52%+24.96%
FY20102011-02-242011-02-24+0.59%+0.53%+3.40%+12.25%+23.37%

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/21665/financials