← positive_eps_streak (all companies) · CPHC (all signals) · all methodology
positive_eps_streak on Canterbury Park Holding Corp (CPHC)
SIC 7948 — Services-Racing, Including Track Operation · CIK 1672909 · 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 CPHC
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-03-11 | 2025-03-11 | -2.59% | -5.62% | -10.95% | -12.05% | -21.61% |
| FY2023 | 2024-03-12 | 2024-03-12 | -1.94% | +5.23% | +3.18% | +3.69% | -10.72% |
| FY2022 | 2023-03-21 | 2023-03-21 | -2.50% | -2.99% | -14.95% | -11.21% | -17.43% |
| FY2021 | 2022-03-21 | 2022-03-21 | +1.16% | +6.06% | +4.39% | +9.05% | +33.53% |
| FY2020 | 2021-03-24 | 2021-03-24 | -0.36% | -2.70% | -3.77% | +17.35% | +43.18% |
| FY2019 | 2020-03-26 | 2020-03-26 | -0.53% | +6.48% | +2.44% | +18.90% | +45.97% |
| FY2018 | 2019-03-29 | 2019-03-29 | +0.90% | -1.03% | -0.83% | -14.60% | -29.74% |
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.