← positive_eps_streak (all companies) · CPK (all signals) · all methodology
positive_eps_streak on CHESAPEAKE UTILITIES CORP (CPK)
SIC 4923 — Natural Gas Transmisison & Distribution · CIK 19745 · 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 CPK
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2025 | 2026-02-25 | 2026-02-25 | +0.28% | +2.55% | -7.56% | — | — |
| FY2024 | 2025-02-26 | 2025-02-26 | -0.16% | +0.05% | -1.04% | -3.90% | +9.78% |
| FY2023 | 2024-02-21 | 2024-02-21 | -1.70% | -4.73% | +0.10% | +8.60% | +20.64% |
| FY2022 | 2023-02-22 | 2023-02-22 | +1.53% | +1.46% | +0.88% | +1.76% | -17.62% |
| FY2021 | 2022-02-23 | 2022-02-23 | -1.93% | +3.92% | +1.31% | -0.54% | +0.21% |
| FY2020 | 2021-02-24 | 2021-02-24 | +1.09% | +1.25% | +11.35% | +11.25% | +25.19% |
| FY2019 | 2020-02-26 | 2020-02-26 | -5.23% | +0.83% | -16.86% | -5.48% | +14.44% |
| FY2018 | 2019-02-27 | 2019-02-27 | -0.38% | +0.55% | +2.96% | +4.73% | +1.28% |
| FY2017 | 2018-03-01 | 2018-03-01 | -0.94% | +0.36% | +2.28% | +14.28% | +36.49% |
| FY2016 | 2017-02-28 | 2017-02-28 | +0.29% | +0.65% | +0.89% | +7.38% | -1.68% |
| FY2015 | 2016-02-29 | 2016-02-29 | -1.30% | -3.42% | +2.37% | -5.41% | +12.85% |
| FY2014 | 2015-03-05 | 2015-03-05 | -0.20% | +6.66% | +13.49% | +19.06% | +33.81% |
| FY2013 | 2014-03-06 | 2014-03-06 | -0.61% | +3.27% | +6.30% | +10.09% | +17.84% |
| FY2012 | 2013-03-08 | 2013-03-08 | +0.32% | +1.42% | +2.14% | +7.55% | +24.34% |
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.