← positive_eps_streak (all companies) · CMTL (all signals) · all methodology
positive_eps_streak on COMTECH TELECOMMUNICATIONS CORP /DE/ (CMTL)
SIC 3663 — Radio & Tv Broadcasting & Communications Equipment · CIK 23197 · 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 CMTL
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2020 | 2020-09-29 | 2020-09-29 | -0.36% | +13.88% | +12.28% | +46.94% | +83.77% |
| FY2019 | 2019-09-24 | 2019-09-24 | +17.27% | +5.57% | +8.23% | +17.75% | -52.64% |
| FY2015 | 2015-09-28 | 2015-09-28 | -18.76% | -12.05% | -8.23% | -20.09% | -46.94% |
| FY2014 | 2014-10-09 | 2014-10-09 | -3.09% | -2.90% | +7.68% | -12.13% | -33.18% |
| FY2013 | 2013-10-03 | 2013-10-03 | +6.97% | +13.62% | +25.88% | +33.51% | +57.38% |
| FY2012 | 2012-09-26 | 2012-09-26 | -3.35% | -2.75% | -9.54% | -7.89% | -10.54% |
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.