← positive_eps_streak (all companies) · CMPR (all signals) · all methodology
positive_eps_streak on CIMPRESS plc (CMPR)
SIC 2750 — Commercial Printing · CIK 1262976 · 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 CMPR
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2020-08-11 | 2020-08-11 | +0.52% | -5.04% | -15.66% | -15.41% | -1.43% |
| FY2016 | 2016-08-12 | 2016-08-12 | +1.43% | +0.72% | +2.52% | -12.05% | -6.27% |
| FY2015 | 2015-08-14 | 2015-08-14 | -0.04% | -3.87% | +5.72% | +14.19% | +38.66% |
| FY2014 | 2014-08-15 | 2014-08-15 | +1.71% | +0.38% | +4.51% | +45.56% | +49.01% |
| FY2013 | 2013-08-15 | 2013-08-15 | +1.71% | +1.74% | +2.46% | +2.87% | -11.34% |
| FY2012 | 2012-08-15 | 2012-08-15 | +2.32% | -2.82% | -4.16% | -23.91% | +33.92% |
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.