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positive_eps_streak on CLOROX CO /DE/ (CLX)

SIC 2842 — Specialty Cleaning, Polishing and Sanitation Preparations · CIK 21076 · 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 CLX

FYFiling dateEvent date1d5d20d60d252d
FY20252025-08-082025-08-08-2.23%-1.16%+1.83%-10.78%
FY20242024-08-082024-08-08-0.90%+1.97%+15.13%+14.86%-12.09%
FY20232023-08-102023-08-10+0.31%-3.94%-3.61%-20.99%-9.27%
FY20222022-08-102022-08-10-0.33%+2.45%+0.49%-3.91%+14.49%
FY20212021-08-102021-08-10+1.02%+3.87%+2.98%+1.04%-9.35%
FY20202020-08-132020-08-13-0.20%+1.60%-4.76%-2.44%-23.33%
FY20192019-08-142019-08-14+1.06%+0.50%+1.85%-5.87%+46.34%
FY20182018-08-142018-08-14+2.21%+3.32%+6.35%+12.59%+14.94%
FY20172017-08-152017-08-15+0.47%+2.01%-1.63%-3.22%+9.37%
FY20162016-08-162016-08-16+0.32%-0.48%-6.53%-11.59%+7.19%
FY20152015-08-212015-08-21-3.87%-2.00%+0.44%+7.60%+17.71%
FY20142014-08-252014-08-25-0.13%-0.45%+6.50%+14.00%+24.13%
FY20132013-08-232013-08-23-1.44%-1.89%-1.73%+10.77%+9.09%
FY20122012-08-242012-08-24+0.07%+0.61%-0.48%+3.69%+17.08%
FY20112011-08-262011-08-26+2.22%+2.16%-1.04%-3.62%+11.59%

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/21076/financials