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positive_eps_streak on Clearfield, Inc. (CLFD)

SIC 3661 — Telephone & Telegraph Apparatus · CIK 796505 · 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 CLFD

FYFiling dateEvent date1d5d20d60d252d
FY20232023-11-292023-11-29-2.38%+0.15%+13.74%+17.19%+17.42%
FY20222022-11-232022-11-23+1.02%-2.79%-26.24%-52.65%-80.07%
FY20212021-11-102021-11-10+3.50%+4.77%+1.21%-8.48%+36.53%
FY20202020-11-122020-11-12-0.13%-1.60%+10.23%+46.49%+204.64%
FY20192019-11-152019-11-15+0.40%+3.22%+18.45%-0.08%+91.30%
FY20182018-11-142018-11-14+2.22%+0.90%-11.26%+9.94%+1.97%
FY20172017-11-152017-11-15+3.91%+8.59%+1.17%-5.86%-2.81%
FY20162016-11-222016-11-22+0.52%-0.52%+8.55%-14.77%-27.98%
FY20152015-11-252015-11-25+3.26%-5.34%+5.86%+5.79%+44.29%
FY20142014-11-262014-11-26+0.61%-1.23%-1.46%+7.68%+6.91%
FY20132013-11-212013-11-21+0.52%+2.12%+6.20%+48.62%-24.97%

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/796505/financials