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positive_eps_streak on CLEAN HARBORS INC (CLH)
SIC 4955 — Hazardous Waste Management · CIK 822818 · 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 CLH
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-18 | 2026-02-18 | +1.84% | +3.54% | +5.34% | — | — |
| FY2024 | 2025-02-19 | 2025-02-19 | -3.47% | -2.83% | -10.48% | +4.48% | +29.52% |
| FY2023 | 2024-02-21 | 2024-02-21 | +0.53% | -0.25% | +6.53% | +16.22% | +16.62% |
| FY2022 | 2023-03-01 | 2023-03-01 | +2.25% | +3.69% | +1.38% | +7.85% | +38.04% |
| FY2021 | 2022-02-23 | 2022-02-23 | -2.08% | +6.45% | +13.54% | -2.93% | +41.87% |
| FY2020 | 2021-02-24 | 2021-02-24 | -2.47% | -3.70% | -7.15% | +4.64% | +4.47% |
| FY2019 | 2020-02-26 | 2020-02-26 | -6.48% | -5.37% | -39.29% | -26.60% | +11.77% |
| FY2013 | 2014-03-03 | 2014-03-03 | +2.73% | +10.11% | +15.15% | +27.87% | +18.64% |
| FY2012 | 2013-03-06 | 2013-03-06 | +3.63% | +7.93% | +10.23% | +9.83% | -2.44% |
| FY2011 | 2012-02-29 | 2012-02-29 | -0.33% | +0.01% | +1.34% | -5.12% | -23.78% |
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.