← positive_eps_streak (all companies) · CMCO (all signals) · all methodology
positive_eps_streak on COLUMBUS MCKINNON CORP (CMCO)
SIC 3531 — Construction Machinery & Equip · CIK 1005229 · 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 CMCO
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-05-28 | 2025-05-28 | -2.61% | -5.10% | -3.38% | -1.36% | — |
| FY2023 | 2024-05-29 | 2024-05-29 | -2.85% | -7.97% | -14.91% | -16.65% | -65.69% |
| FY2022 | 2023-05-25 | 2023-05-25 | +2.22% | +7.40% | +11.10% | +1.78% | +21.30% |
| FY2021 | 2022-05-25 | 2022-05-25 | -3.88% | +13.04% | -3.13% | +2.18% | +18.72% |
| FY2020 | 2021-05-26 | 2021-05-26 | -0.94% | -2.10% | -6.69% | -16.78% | -38.57% |
| FY2019 | 2020-05-27 | 2020-05-27 | -3.52% | +3.62% | -6.57% | +14.89% | +65.56% |
| FY2018 | 2019-05-29 | 2019-05-29 | +0.11% | +4.58% | +11.50% | -8.75% | -16.55% |
| FY2017 | 2018-05-30 | 2018-05-30 | -0.77% | +2.04% | +4.24% | -0.91% | -12.67% |
| FY2016 | 2017-05-31 | 2017-05-31 | -4.44% | -0.25% | -9.77% | +13.78% | +48.99% |
| FY2015 | 2016-06-01 | 2016-06-01 | +2.65% | +5.10% | -7.09% | +17.90% | +78.13% |
| FY2014 | 2015-05-28 | 2015-05-28 | -2.94% | -0.47% | +7.19% | -17.21% | -34.97% |
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)
| 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.