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positive_eps_streak on CANADIAN PACIFIC KANSAS CITY LTD/CN (CP)
SIC 4011 — Railroads, Line-Haul Operating · CIK 16875 · 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 CP
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-26 | 2026-02-26 | +0.54% | -2.13% | -9.23% | — | — |
| FY2024 | 2025-02-27 | 2025-02-27 | +1.83% | +2.44% | -6.50% | +4.97% | +17.54% |
| FY2023 | 2024-02-27 | 2024-02-27 | -1.32% | +0.31% | +1.39% | -6.55% | -8.84% |
| FY2022 | 2023-02-24 | 2023-02-24 | +1.48% | +3.28% | -1.31% | +7.04% | +13.88% |
| FY2021 | 2022-02-23 | 2022-02-23 | -0.20% | +5.45% | +18.47% | -0.21% | +11.53% |
| FY2020 | 2021-02-18 | 2021-02-18 | +2.28% | +0.85% | +6.73% | +11.36% | +4.53% |
| FY2019 | 2020-02-20 | 2020-02-20 | -1.65% | -6.77% | -28.38% | -18.23% | +37.51% |
| FY2018 | 2019-02-15 | 2019-02-15 | +1.12% | +2.14% | +1.05% | +7.56% | +32.93% |
| FY2017 | 2018-02-16 | 2018-02-16 | -1.92% | +1.41% | -5.17% | -0.04% | +13.19% |
| FY2016 | 2017-02-16 | 2017-02-16 | -0.85% | -1.88% | -2.50% | +5.81% | +24.18% |
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.