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positive_eps_streak on CORE MOLDING TECHNOLOGIES INC (CMT)
SIC 3089 — Plastics Products, NEC · CIK 1026655 · 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 CMT
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-03-10 | 2026-03-10 | -5.52% | +4.60% | +17.69% | — | — |
| FY2024 | 2025-03-11 | 2025-03-11 | +2.89% | +8.96% | +7.14% | +21.64% | +47.84% |
| FY2023 | 2024-03-12 | 2024-03-12 | -0.21% | -2.91% | -7.02% | -10.45% | -27.09% |
| FY2022 | 2023-03-14 | 2023-03-14 | -0.47% | +0.06% | +12.34% | +15.77% | +7.44% |
| FY2017 | 2018-03-07 | 2018-03-07 | +4.05% | +5.47% | -1.16% | -16.29% | -59.86% |
| FY2016 | 2017-03-09 | 2017-03-09 | +1.62% | +4.68% | +17.15% | +35.22% | +21.88% |
| FY2015 | 2016-03-11 | 2016-03-11 | -0.72% | -0.72% | -11.74% | +7.88% | +26.77% |
| FY2014 | 2015-03-13 | 2015-03-13 | -0.34% | +3.43% | +27.03% | +91.06% | -16.95% |
| FY2013 | 2014-03-20 | 2014-03-20 | +0.00% | -2.15% | -5.23% | -5.08% | +18.31% |
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.