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positive_eps_streak on COMPASS MINERALS INTERNATIONAL INC (CMP)
SIC 1400 — Mining & Quarrying of Nonmetallic Minerals (No Fuels) · CIK 1227654 · 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 CMP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2021-09-03 | 2021-09-03 | -0.31% | +1.00% | -1.17% | -27.52% | -41.54% |
| FY2019 | 2020-02-26 | 2020-02-26 | -3.91% | -0.78% | -33.12% | -16.33% | +16.87% |
| FY2018 | 2019-03-01 | 2019-03-01 | +0.60% | -4.85% | +2.70% | -1.25% | +11.58% |
| FY2017 | 2018-02-27 | 2018-02-27 | -2.40% | +1.08% | -3.93% | +6.83% | -10.85% |
| FY2016 | 2017-03-01 | 2017-03-01 | -3.17% | -4.23% | -10.31% | -13.75% | -18.65% |
| FY2015 | 2016-02-22 | 2016-02-22 | -2.15% | -2.40% | +9.14% | +12.13% | +14.73% |
| FY2014 | 2015-02-23 | 2015-02-23 | -0.08% | +3.71% | +4.28% | -1.79% | -22.15% |
| FY2013 | 2014-02-24 | 2014-02-24 | -0.13% | +2.37% | -1.92% | +10.63% | +11.58% |
| FY2012 | 2013-02-21 | 2013-02-21 | +0.07% | -0.64% | +4.05% | +20.92% | +18.12% |
| FY2011 | 2012-02-22 | 2012-02-22 | +0.57% | -0.01% | -0.92% | +4.22% | +6.04% |
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.